Analysis and implementation of TR-BDF2 (Q1917440)

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scientific article; zbMATH DE number 897528
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    Analysis and implementation of TR-BDF2
    scientific article; zbMATH DE number 897528

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      Analysis and implementation of TR-BDF2 (English)
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      7 July 1996
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      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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      numerical examples
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      one-step method, TR-BDF2
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      systems
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      embedded diagonally implicit Runge-Kutta pair
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      stability
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      continuous extension
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      error estimates
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