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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 4, Pages 347–364
(Mi sjvm523)
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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
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
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
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https://www.mathnet.ru/eng/sjvm523 https://www.mathnet.ru/eng/sjvm/v16/i4/p347
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Abstract page: | 319 | Full-text PDF : | 87 | References: | 42 | First page: | 15 |
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