Stability concepts in the numerical solution of difference and differential equations

DOI10.1016/0898-1221(94)00092-1MaRDI QIDQ1334561zbMATH OpenOpenAlexFDO

Authors Jeff R. Cash

Publication date 21 September 1994

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(94)00092-1

zbMATH Keywords

algorithmsdifference equationsfirst-order differential systeminitial value problemlinear multistep methodslinear second-order recurrence relationsnondominant solutionsRunge-Kutta methodsstability

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Additive difference equations (39A10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The paper is concerned with the description of some new algorithms for numerical solutions of initial value problems. For this, the author proposes an algorithm for solving linear second-order recurrence relations, and the stable computation of nondominant solutions. He describes some practical methods for solving an initial value problem for a first-order differential system and mentions the possibility to apply these procedures to partial differential equations.

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Cites work

• A modified Adams method for nonstiff and mildly stiff initial value problems
• A Note on a Class of Modified Backward Differentiation Schemes
• A special stability problem for linear multistep methods
• An Extension of Olver's Method for the Numerical Solution of Linear Recurrence Relations
• An MEBDF code for stiff initial value problems
• BOUNDARY-VALUE TECHNIQUES FOR THE NUMERICAL SOLUTION OF INITIAL-VALUE PROBLEMS IN ORDINARY DIFFERENTIAL EQUATIONS
• Computational Aspects of Three-Term Recurrence Relations
• Convergence and stability in the numerical integration of ordinary differential equations
• scientific article; zbMATH DE number 3786072 (Why is no real title available?)
• scientific article; zbMATH DE number 50395 (Why is no real title available?)
• scientific article; zbMATH DE number 3052560 (Why is no real title available?)
• scientific article; zbMATH DE number 3078055 (Why is no real title available?)
• Numerical solution of second-order linear difference equations
• The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae
• The numerical solution of linear recurrence relations
• Two New Finite Difference Schemes for Parabolic Equations

Cited in

(7)

• Modified extended backward differentiation formulae for the numerical solution of stiff initial value problems in ODEs and DAEs
• Stability of numerical methods for ordinary differential equations
• scientific article; zbMATH DE number 4195085 (Why is no real title available?)
• scientific article; zbMATH DE number 3984479 (Why is no real title available?)
• scientific article; zbMATH DE number 4096727 (Why is no real title available?)
• scientific article; zbMATH DE number 1136245 (Why is no real title available?)
• scientific article; zbMATH DE number 3200052 (Why is no real title available?)

Describes a project that uses

Uses Software

• MEBDF
• RODAS

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