Blended implicit methods for solving ODE and DAE problems, and their extension for second-order problems (Q885929)

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Blended implicit methods for solving ODE and DAE problems, and their extension for second-order problems
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    Blended implicit methods for solving ODE and DAE problems, and their extension for second-order problems (English)
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    14 June 2007
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    The paper is devoted to the problem of increasing the efficiency of resolving iteration equations arising on integration steps in the wide class of step-type methods. For the main initial value problem (IVP) problem \(y'=f(t,y)\), \(y(t_0)=y_0\in \mathbb R^m\), these are block implicit methods (BIMs) of the kind \[ A\otimes I_m y_n - h_n B\otimes I_m f_n=\eta_n, \] where \(\otimes\) is the tensor product, non-singular, under the assumption, that the matrices \(A, B\in \mathbb R^{r\times r}\) define the method, \(h_n\) is the current stepsize, the block vectors \(y_n=(y_{n1}, \dots , y_{nr})^T\), \(f_n=(f_{n1}, \dots , f_{nr})^T\), \(f_{nj}=f(t_{nj},y_{nj})\), \(t_{nj}=t_n+c_j h_n\), \(j=1,\dots,r\), contain the discrete solution. The authors recall the main facts about BIMs for ordinary differential equations (ODEs) and their extension for differential-algebraic equations (DAEs), and study the extension of BIMs for second-order ODE problems. Some numerical tests and their comparison with well-known test set for IVP Solvers [\url{http://pitagora.dm.uniba.it/~testset/}] are presented.
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    block implicit methods
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    blended iteration
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    convergence
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    ordinary differential equations
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    initial value problems
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    stiff problems
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    second-order problems
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    differential algebraic equations
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    numerical examples
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