Previous |  Up |  Next

Article

Title: A ($\alpha $)-Stable Linear Multistep Methods for Stiff IVPs in ODEs (English)
Author: Okuonghae, R. I.
Author: Ikhile, M. N. O.
Language: English
Journal: Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
ISSN: 0231-9721
Volume: 50
Issue: 1
Year: 2011
Pages: 73-90
Summary lang: English
.
Category: math
.
Summary: In this paper, a class of A($\alpha $)-stable linear multistep formulas for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) is developed. The boundary locus of the methods shows that the schemes are A-stable for step number $k\le 3$ and stiffly stable for $k=4, 5$ and $6$. Some numerical results are reported to illustrate the method. (English)
Keyword: second derivative method
Keyword: collocation and interpolation
Keyword: initial value problem
Keyword: stiff stability
Keyword: boundary locus
MSC: 65L05
MSC: 65L06
idZBL: Zbl 1244.65098
idMR: MR2920700
.
Date available: 2011-12-08T09:51:13Z
Last updated: 2013-09-18
Stable URL: http://hdl.handle.net/10338.dmlcz/141714
.
Reference: [1] Butcher, J. C.: The Numerical Analysis of Ordinary Differential Equation: Runge Kutta and General Linear Methods. Wiley, Chichester, 1987. MR 0878564
Reference: [2] Butcher, J. C.: High Order A-stable Numerical Methods for Stiff Problems. Journal of Scientific Computing 25 (2005), 51–66. Zbl 1203.65106, MR 2231942
Reference: [3] Butcher, J. C., Hojjati, G.: Second derivative methods with RK stability. Numer. Algorithms 40 (2005), 415–429. Zbl 1084.65069, MR 2191975, 10.1007/s11075-005-0413-1
Reference: [4] Butcher, J. C.: Forty-five years of A-stability.. In: Numerical Analysis and Applied Mathematics: International Conference on Numerical Analysis and Applied Mathematics 2008. AIP Conference Proceedings 1048 (2008). MR 2598780
Reference: [5] Butcher, J. C.: Numerical Methods for Ordinary Differential Equations. sec. edi., Wiley, Chichester, 2008. Zbl 1167.65041, MR 2401398
Reference: [6] Butcher, J. C.: General linear methods for ordinary differential equations. Mathematics and Computers in Simulation 79 (2009), 1834–1845. Zbl 1159.65333, MR 2494513, 10.1016/j.matcom.2007.02.006
Reference: [7] Butcher, J. C.: Trees and numerical methods for ordinary differential equations. Numerical Algorithms 53 (2010), 153–170. Zbl 1184.65072, MR 2600925, 10.1007/s11075-009-9285-0
Reference: [8] Dahlquist, G.: A special stability problem for linear multistep methods. BIT 3 (1963), 27–43. Zbl 0123.11703, MR 0170477, 10.1007/BF01963532
Reference: [9] Enright, W. H.: Second derivative multistep methods for stiff ODEs. SIAM J. Num. Anal. 11 (1974), 321–331. MR 0351083, 10.1137/0711029
Reference: [10] Enright, W. H.: Continuous numerical methods for ODEs with defect control. J. Comput. Appl. Math. 125 (2000), 159–170. Zbl 0982.65078, MR 1803189, 10.1016/S0377-0427(00)00466-0
Reference: [11] Enright, W. H., Hull, T. E., Linberg, B.: Comparing numerical Methods for Stiff of ODEs systems. BIT 15 (1975), 1–48. 10.1007/BF01932994
Reference: [12] Fatunla, S. O.: Numerical Methods for Initial Value Problems in ODEs. Academic Press, New York, 1978.
Reference: [13] Gear, C. W.: The automatic integration of stiff ODEs. In: Morrell, A.J.H. (ed.) Information processing 68: Proc. IFIP Congress, Edinurgh, 1968 Nort-Holland, Amsterdam, 1968, 187–193. MR 0260180
Reference: [14] Gear, C. W.: The automatic integration of ODEs. Comm. ACM 14 (1971), 176–179. MR 0388778, 10.1145/362566.362571
Reference: [15] Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems. Springer-Verlag, Berlin, 1996. Zbl 0859.65067, MR 1439506
Reference: [16] Higham, J. D., Higham, J. N.: Matlab Guide. SIAM, Philadelphia, 2000. Zbl 0953.68642, MR 1787308
Reference: [17] Ikhile, M. N. O., Okuonghae, R. I.: Stiffly stable continuous extension of second derivative LMM with an off-step point for IVPs in ODEs. J. Nig. Assoc. Math. Phys. 11 (2007), 175–190.
Reference: [18] Lambert, J. D.: Numerical Methods for Ordinary Differential Systems. The Initial Value Problems. Wiley, Chichester, 1991. MR 1127425
Reference: [19] Lambert, J. D.: Computational Methods for Ordinary Differential Systems. The Initial Value Problems. Wiley, Chichester, 1973. MR 0423815
Reference: [20] Okuonghae, R. I.: Stiffly Stable Second Derivative Continuous LMM for IVPs in ODEs. Ph.D. Thesis, Dept. of Maths. University of Benin, Benin City. Nigeria, 2008.
Reference: [21] Selva, M., Arevalo, C., Fuherer, C.: A Collocation formulation of multistep methods for variable step-size extensions. Appl. Numer. Math. 42 (2002), 5–16. MR 1921325, 10.1016/S0168-9274(01)00138-6
Reference: [22] Widlund, O.: A note on unconditionally stable linear multistep methods. BIT 7 (1967), 65–70. Zbl 0178.18502, MR 0215533, 10.1007/BF01934126
.

Files

Files Size Format View
ActaOlom_50-2011-1_7.pdf 308.6Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo