Implementation of α-type multistep methods for stiff differential equations
نویسندگان
چکیده
منابع مشابه
Linear Multistep Methods for Impulsive Differential Equations
This paper deals with the convergence and stability of linear multistep methods for impulsive differential equations. Numerical experiments demonstrate that both the mid-point rule and twostep BDFmethod are of order p 0when applied to impulsive differential equations. An improved linear multistep method is proposed. Convergence and stability conditions of the improved methods are given in the p...
متن کاملExplicit methods for stiff stochastic differential equations
Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-square stable) stiff stochastic differential equations. Standard explicit methods, as for example the EulerMaruyama method, face severe stepsize...
متن کاملThird 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 کاملExponential Fitting of Matricial Multistep Methods for Ordinary Differential Equations
We study a class of explicit or implicit multistep integration formulas for solving N X N systems of ordinary differential equations. The coefficients of these formulas are diagonal matrices of order N, depending on a diagonal matrix of parameters Q of the same order. By definition, the formulas considered here are exact with respect to y = Dy + 4>(x, y) provided Q — hD, h is the integration st...
متن کاملOptimization of solution stiff differential equations using MHAM and RSK methods
In this paper, a nonlinear stiff differential equation is solved by using the Rosenbrock iterative method, modified homotpy analysis method and power series method. The approximate solution of this equation is calculated in the form of series which its components are computed by applying a recursive relations. Some numerical examples are studied to demonstrate the accuracy of the presented meth...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 1988
ISSN: 0377-0427
DOI: 10.1016/0377-0427(88)90288-9