Analysis and implementation of TR-BDF2
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continuous extensionembedded diagonally implicit Runge-Kutta pairerror estimatesnumerical examplesone-step method, TR-BDF2stabilitysystems
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
This paper deals with the successful and popular one-step method, TR-BDF2, for the solution of systems of ordinary differential equations arising in circuit and device simulation [see \textit{R. E. Bank}, \textit{W. M. Coughran jun.}, \textit{W. Fichtner}, \textit{E. H. Grosse}, \textit{D. J. Rose} and \textit{R. K. Smith}, Transient simulation of silicon devices and circuits, IEEE Trans. Comput.-Aided Design 4, 436-451 (1985)]. This method can be viewed as an embedded diagonally implicit Runge-Kutta pair of orders 2 and 3. A detailed inspection yields new results on stability, continuous extension, implementation and on improved local error estimates. Numerical examples show the effectiveness of the refined method.
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