The application of a class of one-step methods to solve the initial value problem
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 .
Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the main ideas at the core of this approach in the simpler setting of a scalar ODE. Understanding the scalar case is fundamental since the method can be straightforwardly extended to the more challenging problem of systems of ODEs. Numerical examples illustrate the...
The paper deals with a difference equation arising from the scalar pantograph equation via the backward Euler discretization. A case when the solution tends to zero but after reaching a certain index it loses this tendency is discussed. We analyse this problem and estimate the value of such an index. Furthermore, we show that the utilized proof technique enables us to investigate some other numerical formulae, too.
Various issues related to the development of a new code for nonstiff differential equations are discussed. This code is based on two-step Runge-Kutta methods of order five and stage order five. Numerical experiments are presented which demonstrate that the new code is competitive with the Matlab ode45 program for all tolerances.