Diagonalizable extended backward differentiation formulas
\(A\)-stability\(L\)-stabilityDahlquist barrierextended backward differentiation formulasinitial value problemslinear multistep methodsnumerical experimentsparallel computationStiff systems
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) Parallel numerical computation (65Y05)
This paper is concerned with the numerical solution of stiff initial value problems for differential systems by means of some modification of the so called extended backward differentiation formulas (EBDF) introduced by \textit{G.-Y. Psihoyios} and \textit{J. R. Cash} [BIT 38, No. 3, 612-617 (1998; Zbl 0915.65095)]. The EBDF formulas allow to overcome the so called Dahlquist barrier on the \(A\)-stability of linear multistep methods and in particular of standard backward differentiation formulas (BDF), by introducing some auxiliary implicit stages that allow to get \(A\)-stable methods of order higher than two that are also stiffly stable. Its main drawback is that the implicit equations to be solved at each step have a dimension that is several times the dimension of the original differential system and taking into account that, due to the stiffness, modified Newton processes must be used in the iterative solution of these equations the computational cost of new methods is higher than standard BDF's. New EBDF methods up to order 6, which are \(L\)-stable, are proposed. Such a new methods have been constructed taking into account its suitability for a parallel implementation. Furthermore, some numerical experiments with the method of order 6 are presented to show that, by using four processors, a speedup factor of between 2 and 4 is attained for several practical stiff problems.
- Parallel iteration of the extended backward differentiation formulas
- An MEBDF code for stiff initial value problems
- The numerical solution of stiff IVPs in ODEs using modified second derivative BDF
- The computation of EBDF and MEBDF methods using backward differences
- A class of exponentially fitted second derivative extended backward differentiation formula for solving stiff problems
- Generalization of backward differentiation formulas for parallel computers
- Extended continuous block backward differentiation formula for stiff systems
- Modified extended backward differentiation formulae for the numerical solution of stiff initial value problems in ODEs and DAEs
- Generalized linear multistep methods for ordinary differential equations
- Some Necessary Conditions for Convergence of the GBDF Methods
- Blended extended linear multistep methods for the accurate numerical integration of stiff initial value problems
- Modified extended backward differentiation formulae for the numerical solution of stiff initial value problems in ODEs and DAEs
- Generalization of backward differentiation formulas for parallel computers
- Solving nonlinear parabolic PDEs via extended hybrid BDF methods
- EBDF-type methods based on the linear barycentric rational interpolants for stiff IVPs
- Time domain analog circuit simulation
- Parallel iteration of the extended backward differentiation formulas
- A predictor modification to the EBDF method for stiff systems
- Modified Extended BDF Time-Integration Methods, Applied to Circuit Equations
- Adapted BDF algorithms applied to parabolic problems
- scientific article; zbMATH DE number 1160635 (Why is no real title available?)
- Perturbed MEBDF methods
- The computation of EBDF and MEBDF methods using backward differences
- Backward differentiation formulae adapted to scalar linear equations
- A-EBDF: An adaptive method for numerical solution of stiff systems of ODEs
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