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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 4, Pages 347–364 (Mi sjvm523)  

A class of $A(\alpha)$-stable numerical methods for stiff problems in ordinary differential equations

R. I. Okuonghae

Department of Mathematics, University of Benin, P. M. B 1154, Benin City, Edo state, Nigeria
References:
Abstract: The $A(\alpha)$-stable numerical methods (ANM) for the number of steps $k\le7$ for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) are proposed. The discrete schemes proposed from their equivalent continuous schemes are obtained. The scaled time variable $t$ in a continuous method, which determines the discrete coefficients of the discrete method is chosen in such a way as to ensure that the discrete scheme attains a high order and $A(\alpha)$-stability. We select the value of $\alpha$ for which the schemes proposed are absolutely stable. The new algorithms are found to have a comparable accuracy with that of the backward differentiation formula (BDF) discussed in [12] which implements the Ode15s in the Matlab suite.
Key words: stiff IVPs, continuous LMM, collocation and interpolation approach, boundary locus.
Received: 27.08.2012
English version:
Numerical Analysis and Applications, 2013, Volume 6, Issue 4, Pages 298–313
DOI: https://doi.org/10.1134/S1995423913040058
Bibliographic databases:
Document Type: Article
MSC: 65L05, 65L06
Language: Russian
Citation: R. I. Okuonghae, “A class of $A(\alpha)$-stable numerical methods for stiff problems in ordinary differential equations”, Sib. Zh. Vychisl. Mat., 16:4 (2013), 347–364; Num. Anal. Appl., 6:4 (2013), 298–313
Citation in format AMSBIB
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\by R.~I.~Okuonghae
\paper A class of $A(\alpha)$-stable numerical methods for stiff problems in ordinary differential equations
\jour Sib. Zh. Vychisl. Mat.
\yr 2013
\vol 16
\issue 4
\pages 347--364
\mathnet{http://mi.mathnet.ru/sjvm523}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3380134}
\transl
\jour Num. Anal. Appl.
\yr 2013
\vol 6
\issue 4
\pages 298--313
\crossref{https://doi.org/10.1134/S1995423913040058}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84889005010}
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