We introduce an operator-based scheme for preconditioning stiff components encountered in implicit methods for hyperbolic systems of PDEs posed on regular grids. The method is based on a directional splitting of the implicit operator, followed by a characteristic decomposition of the resulting directional parts. This approach allows for the solution of any number of characteristic components, f...

In this paper we consider a new fourth-order method of BDF-type for solving stiff initial-value problems, based on the interval approximation of the true solution by truncated Chebyshev series. It is shown that the method may be formulated in an equivalent way as a Runge–Kutta method having stage order four. Themethod thus obtained have good properties relatives to stability including an unboun...

In this paper, we are concerned with the numerical solution of highly-oscillatory Hamiltonian systems with a stiff linear part. We construct an averaged system whose solution remains close to the exact one over bounded time intervals, possesses the same adiabatic and Hamiltonian invariants as the original system, and is non-stiff. We then investigate its numerical approximation through a method...

We introduce a solver for stiff ordinary differential equations (ODEs) that is based on the deferred correction scheme for the corresponding Picard integral equation. Our solver relies on the assumption that the solution can be accurately represented by a combination of carefully selected complex exponentials. The solver’s accuracy and stability rely on the computation of highly accurate quadra...

In this paper we extend the micro-macro decomposition based asymptotic-preserving scheme developed in [3] for the single species Boltzmann equation to the multispecies problems. An asymptoticpreserving scheme for kinetic equation is very efficient in the fluid regime where the Knudsen number is small and the collision term becomes stiff. It allows coarse (independent of Knudsen number) mesh siz...

In this paper, the differential transform method is used to find approximate analytical and numerical solutions of singular perturbation problems. The principle of the method is briefly introduced and then applied for solving two mathematical models of stiff initial value singular perturbation problems. The results are then compared with the exact solutions to demonstrate the reliability and ef...

Validated Numerical Bounds on the Global Error for Initial Value Problems for Stiff Ordinary Differential Equations Chao Yu Master of Science Graduate Department of Computer Science University of Toronto 2004 There are many standard numerical methods for initial value problems (IVPs) for ordinary differential equations (ODEs). Compared with these methods, validated methods for IVPs for ODEs pro...

Peer two-step methods have been successfully applied to initial value problems for stiff and non-stiff ordinary differential equations both on parallel and sequential computers. Their essential property is the use of several stages per time step with the same accuracy. As a new application area these methods are now used for parameter-dependent ODEs where the peer stages approximate the solutio...