We describe an algorithm for the numerical solution of a phase-field model (PFM) of microstructure evolution in polycrystalline materials. The PFM system of equations includes a local order parameter, a quaternion representation of local orientation and a species composition parameter. The algorithm is based on the implicit integration of a semidiscretization of the PFM system using a backward ...

We present several time integration algorithms of second-order accuracy that are numerically simple and effective for nonlinear elastodynamic problems. These algorithms are based on a general four-step scheme that has a resemblance to the backward differentiation formulas. We also present an extension to the composite strategy of the Bathe method. Appropriate values for the algorithmic paramete...

We present two families of explicit and implicit BDF formulas, capable of the exact integration (with only round-off errors) of differential equations which solutions belong to the space generated by the linear combinations of exponential of matrices, products of the exponentials by polynomials and products of those matrices by ordinary polynomials. Those methods are suitable for stiff and high...

This technical report describes three approaches for solving the Differential Riccati Equation (DRE), by means of the Backward Differentiation Formula (BDF) and resolution of the corresponding implicit equation, using Newton's method. These approaches are based on: GMRES method, resolution of Sylvester equation and fixed point method. The role and use of DRE is especially important in optimal c...

We analyze fully implicit and linearly implicit backward difference formula (BDF) methods for quasilinear parabolic equations, without making any assumptions on the growth or decay of the coefficient functions. We combine maximal parabolic regularity and energy estimates to derive optimal-order error bounds for the time-discrete approximation to the solution and its gradient in the maximum norm...

We consider the numerical solution of differential Riccati equations. We review the existing methods and investigate whether they are suitable for large-scale problems arising in LQR and LQG design for semi-discretized partial differential equations. Based on this review, we suggest an efficient matrix-valued implementation of the BDF for differential Riccati equations.