Exponential fitting BDF algorithms and their properties (Q2383736)

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Exponential fitting BDF algorithms and their properties
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    Exponential fitting BDF algorithms and their properties (English)
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    19 September 2007
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    The authors analyse two families of difference formulas to solve the initial-value problem \[ y' = G(x,y(x)), \quad y(x_0)=y_0, \] where \(y\) and \(G\) are vector functions in \(\mathbb R^m\) and \(G(x,y)=Ay(x) +F(x,y(x))\) with a scalar \({m\times m}\) matrix \(A\). The approximate solution is considered in the space generated by linear combinations of the system \(\{e^{Ax}, 1, x,\dots ,x^{r-1}\}\). The coefficients \(\beta^0_j\) of implicit (and explicit) methods \[ \nabla_p \sum^r_{j=0} \beta^0_j \nabla^j y_n =hf_n, \] where \(\nabla=I-E, Ey_n =y_{p+1}\) , are obtained in the case \(A=\lambda\in C^{-}\). A great part of the article consist in the illustration of domains of (0)-stability and absolute stability for a lot of examples.
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    system of ODE
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    multi step finite difference method
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    stability region
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    exponential fitting
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    stiff systems
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    local truncation error
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    backward differentiation formula (BDF) methods
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    numerical examples
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