Parallel two-step ROW-methods for stiff delay differential equations

DOI10.1016/J.APNUM.2009.01.005MaRDI QIDQ1030665zbMATH OpenOpenAlexFDO

Authors Qiao Zhu, Aiguo Xiao

Publication date 2 July 2009

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2009.01.005

zbMATH Keywords

GP- and GPL-stabilityparallel two-step ROW-methodsstiff delay differential equations

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The authors investigate the GP-stability and GPL-stability of numerical methods for delay differential equations, \[ \left\{ \begin{matrix} y'(x)&=& f(x,y(x),y(x-\tau)), \quad x\geq 0\\ y(x)&=&g(x), \quad -\tau \leq x \leq 0. \end{matrix} \right. \] It is proved that a given parallel two-step ROW-method (PTSROW method) obtained by a Hout's interpolation technique from a method in the class of linearly-implicit methods obtained by \textit{H. Podhaisky, B. A. Schmitt} and \textit{R. Weiner} [Appl. Numer. Math. 42, No. 1--3, 381--395 (2002; Zbl 1005.65073)] is GP-stable or GPL-stable only if the one on the class is A-stable or L-stable respectively. Also, by means of tree theory and B-series the order of consistency conditions and the order of stage-order conditions for the PTSROW method is analyzed. The paper ends with the construction of two classes of stiffly-accurate PTSROW methods, also of two classes of real-time PTSROW methods, and with some numerical experiments implemented in parallel MPI C language to test accuracy and speed of sequential versus parallel implementation. The first example considers a stiff nonlinear ordinary differential equation, while the second is applied to a stiff linear delay differential equation.

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Cited in

(4)

• ROWMAP -- a ROW-code with Krylov techniques for large stiff ODEs
• Viscous regularization for the non-equilibrium seven-equation two-phase flow model
• Crystal plasticity with Jacobian-free Newton-Krylov
• Diagonalization-based algorithms for all-at-once systems arising from linear delay differential equations

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Uses Software

• RODAS

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