Numerical stability in solution of ordinary differential equations
Emil Vitásek (1968)
Aplikace matematiky
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Emil Vitásek (1968)
Aplikace matematiky
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Udwadia, Firdaus E., Farahani, Artin (2008)
Discrete Dynamics in Nature and Society
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Satish C. Reddy, Lloyd N. Trefethen (1992)
Numerische Mathematik
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R. I. Okuonghae, M. N. O. Ikhile (2012)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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This paper considers modified second derivative BDF (MSD-BDF) for the numerical solution of stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The methods are A-stable for step length .
M. van Veldhuizen (1983)
Numerische Mathematik
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Rodabaugh, D.J., Thompson, S. (1978)
International Journal of Mathematics and Mathematical Sciences
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M.N. Spijker, W.H. Hundsdorfer (1980/81)
Numerische Mathematik
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O. Nevanlinna, R. Jeltsch (1981)
Numerische Mathematik
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R. I. Okuonghae, M. N. O. Ikhile (2011)
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica
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In this paper, a class of A()-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 and stiffly stable for and . Some numerical results are reported to illustrate the method.