Nothing Special   »   [go: up one dir, main page]

skip to main content
research-article

Generalized second derivative linear multistep methods for ordinary differential equations

Published: 01 September 2022 Publication History

Abstract

This paper is devoted to investigate the modified extended second derivative backward differentiation formulae from second derivative general linear methods point of view. This makes it possible to open some maneuver rooms in developing the methods with superior features by perturbing the abscissa vector of the methods. The proposed methods are constructed to have better accuracy and stability properties in comparison with the original ones. These improvements are verified by giving some numerical experiments.

References

[1]
Abdi A Construction of high-order quadratically stable second-derivative general linear methods for the numerical integration of stiff ODEs J. Comput. Appl. Math. 2016 303 218-228
[2]
Abdi A and Behzad B Efficient Nordsieck second derivative general linear methods: construction and implementation Calcolo 2018 55 28 1-16
[3]
Abdi A, Braś M, and Hojjati G On the construction of second derivative diagonally implicit multistage integration methods for ODEs Appl. Numer. Math. 2014 76 1-18
[4]
Abdi A and Conte D Implementation of second derivative general linear methods Calcolo 2020 57 1-29
[5]
Abdi A and Hojjati G An extension of general linear methods Numer. Algorithms 2011 57 149-167
[6]
Abdi A and Hojjati G Implementation of Nordsieck second derivative methods for stiff ODEs Appl. Numer. Math. 2015 94 241-253
[7]
Abdi A and Hojjati G Maximal order for second derivative general linear methods with Runge–Kutta stability Appl. Numer. Math. 2011 61 1046-1058
[8]
Abdi A and Jackiewicz Z Towards a code for nonstiff differential systems based on general linear methods with inherent Runge–Kutta stability Appl. Numer. Math. 2019 136 103-121
[9]
Butcher JC On the convergence of numerical solutions to ordinary differential equations Math. Comp. 1966 20 1-10
[10]
Butcher JC, Chartier P, and Jackiewicz Z Experiments with a variable-order type 1 DIMSIM code Numer. Algorithms 1999 22 237-261
[11]
Butcher JC and Hojjati G Second derivative methods with RK stability Numer. Algorithms 2005 40 415-429
[12]
Butcher JC and Jackiewicz Z Construction of diagonally implicit general linear methods of type 1 and 2 for ordinary differential equations Appl. Numer. Math. 1996 21 385-415
[13]
Butcher JC and Jackiewicz Z Construction of high order DIMSIMs for ordinary differential equations Appl. Numer. Math. 1998 27 1-12
[14]
Butcher JC and Jackiewicz Z Diagonally implicit general linear methods for ordinary differential equations BIT 1993 33 452-472
[15]
Butcher JC and Jackiewicz Z Implementation of diagonally implicit multistage integration methods for ordinary differential equations SIAM J. Numer. Anal. 1997 34 2119-2141
[16]
Cash JR On the integration of stiff systems of ODEs using extended backward differentiation formulae Numer. Math. 1980 34 235-246
[17]
Cash JR The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae Comput. Math. App. 1983 9 645-657
[18]
Chan RPK and Tsai AYJ On explicit two-derivative Runge–Kutta methods Numer. Algorithms 2010 53 171-194
[19]
Dahlquist G A special stability problem for linear multistep methods BIT 1963 3 27-43
[20]
D’Ambrosio R, Izzo G, and Jackiewicz Z Perturbed MEBDF methods Comput. Math. Appl. 2012 63 851-861
[21]
Enright WH Second derivative multistep methods for stiff ordinary differential equations SIAM J. Numer. Anal. 1974 11 321-331
[22]
Ezzeddine AK, Hojjati G, and Abdi A Perturbed second derivative multistep methods J. Numer. Math. 2015 23 235-245
[23]
Hairer E and Wanner G Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems 2010 Berlin Springer
[24]
Hojjati G, Rahimi Ardabili MY, and Hosseini SM New second derivative multistep methods for stiff systems Appl. Math. Model. 2006 30 466-476
[25]
Hosseini SM and Hojjati G Matrix free MEBDF method for the solution of stiff systems of ODEs Math. Comput. Modell. 1999 29 67-77
[26]
Izzo G and Jackiewicz Z Generalized linear multistep methods for ordinary differential equations Appl. Numer. Math. 2017 114 165-178
[27]
Jackiewicz Z General Linear Methods for Ordinary Differential Equations 2009 New Jersey Wiley
[28]
Jackiewicz Z Implementation of DIMSIMs for stiff differential systems Appl. Numer. Math. 2002 42 251-267
[29]
Lambert JD Numerical Methods for Ordinary Differential Systems 1991 New York Wiley
[30]
Mazzia, F., Iavernaro, F., Magherini, C.: Test set for initial value problem solvers. University of Bari (2003)

Recommendations

Comments

Please enable JavaScript to view thecomments powered by Disqus.

Information & Contributors

Information

Published In

cover image Numerical Algorithms
Numerical Algorithms  Volume 91, Issue 1
Sep 2022
462 pages

Publisher

Springer-Verlag

Berlin, Heidelberg

Publication History

Published: 01 September 2022
Accepted: 08 January 2022
Received: 06 December 2021

Author Tags

  1. Stiff initial value problems
  2. Extended second derivative multistep methods
  3. Second derivative general linear methods
  4. A- and A(α)-stability
  5. Error constant

Author Tag

  1. 65L05

Qualifiers

  • Research-article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • 0
    Total Citations
  • 0
    Total Downloads
  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 01 Jan 2025

Other Metrics

Citations

View Options

View options

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media