A Class of A - Stable Advanced Multistep Methods

نویسندگان

  • Jack Williams
  • Frank de Hoog
چکیده

A class of ^-stable advanced multistep methods is derived for the numerical solution of initial value problems in ordinary differential equations. The methods, of all orders of accuracy up to ten, only require values of y' and are self starting. Results for the asymptotic behaviour of the discretization error and for estimating local truncation error are also obtained. The practical implementation of the fourth order method is described and the method applied to some stiff equations. Numerical comparisons are made with Gear's method.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Implicit One-step L-stable Generalized Hybrid Methods for the Numerical Solution of First Order Initial Value problems

In this paper, we introduce the new class of implicit L-stable generalized hybrid methods for the numerical solution of first order initial value problems. We generalize the hybrid methods with utilize ynv directly in the right hand side of classical hybrid methods. The numerical experimentation showed that our method is considerably more efficient compared to well known methods used for the n...

متن کامل

Third Derivative Multistep Methods for Stiff Systems

Abstract: In this paper, we present a class of multistep methods for the numerical solution of stiff ordinary differential equations. In these methods the first, second and third derivatives of the solution are used to improve the accuracy and absolute stability regions of the methods. The constructed methods are A-stable up to order 6 and A(α)-stable up to order 8 so that, as it is shown in th...

متن کامل

Stability and B-convergence properties of multistep Runge-Kutta methods

This paper continues earlier work by the same author concerning the stability and B-convergence properties of multistep Runge-Kutta methods for the numerical solution of nonlinear stiff initial-value problems in a Hilbert space. A series of sufficient conditions and necessary conditions for a multistep Runge-Kutta method to be algebraically stable, diagonally stable, Bor optimally B-convergent ...

متن کامل

Semi - Lagrangian multistep exponential integrators for index 2 differential algebraic system

Implicit-explicit (IMEX) multistep methods are very useful for the time discretiza-tion of convection diffusion PDE problems such as the Burgers equations and also the incompressible Navier-Stokes equations. Semi-discretization in space of the latter typically gives rise to an index 2 differential-algebraic (DAE) system of equations. Runge-Kutta (RK) methods have been considered for the time di...

متن کامل

Uniform Stability of Linear Multistep Methods in Galerkin Procedures for Parabolic Problems

Linear multistep methods are considered which have a stability region S and are D-stable on the whole boundary S c S of S. Error estimates are derived which hold uniformly for the class of initial value problems Y’ AY + B(t), t > 0, Y(0) Y with normal matrix A satisfying the spectral condition Sp(AtA) S At O time step, Sp(A) spectrum of A. Because of this property, the result can be applied to ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010