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Abstrakty
We present an Extended Continuous Block Backward Differentiation Formula (ECBBDF) of order k+1 for the numerical solution of stiff ordinary differential equations. This is achieved by constructing an Extended Continuous Backward Differentiation formula (ECBDF) together with the additional methods from its first derivative and are combined to form a single block of methods that simultaneously provide the approximate solutions for the stiff Initial Value Problems (IVPs). The error constant and stability property of the (ECBBDF) is discussed. We use the specific cases k = 4 and k = 5 to illustrate the process. The performance of the method is demonstrated on some numerical examples to show the accuracy and efficiency advantages of the method.
Czasopismo
Rocznik
Tom
Strony
5--18
Opis fizyczny
Bibliogr. 18 poz., tab.
Twórcy
autor
- Department of Mathematcs University of Lagos Akoka, Lagos, Nigeria
autor
- Department of Mathematics Austin Peay State University Clarksville, TN 37044, USA
Bibliografia
- [1] Akinfenwa O.A., Jator S.N., Yao N.M., Continuous block backward differentiation formula for solving Stiff ordinary differential equation, Journal of Computer and Applied Mathematics with Application, 65(2013), 996-1005.
- [2] Brugnano L., Trigiante D., Block Implicit Methods for ODEs, Recent trends in Numerical Analysis, Nova Science Publishers Inc., Commack, NY, 2000.
- [3] Cash J.R., On integration on stiff system of ordinary differential equations using extended, BDF Numer Math., 34(1980), 235-246.
- [4] Cash J.R., Review paper. Efficient numerical methods for the solution of stiff initial-value problems and differential algebraic equations, Proceedings: Mathematical, Physical and Engineering Sciences, 459(2032)(2003), 797-815.
- [5] Chu M.T., Hamilton H., Parallel Solution of ODEs by multi-block methods, Siam Journal on Scientific and Statistical Computing, 8(1)(1987), 342-353.
- [6] Curtis C.F, Hirschfelder J.D, Integration of stiff equations, Oc. Nat. Acad. Sci., 38(1952), 235-243.
- [7] Ezzeddine A.K., Hojjati G., Hybrid extended backward differentiation formulas for stiff systems, International Journal of Nonlinear Science, 12(2)(2011), 196-204.
- [8] Fatunla S.O., Block methods for second order IVPs, Intern. J. Comput. Math., 41(1991), 55-63.
- [9] Gear C.W., Numerical Initial Value Problems in Ordinary Differential Equations, Prentice-Hall, Englewood Cliffs NJ., 1971.
- [10] Hairer E., Wanner G., Solving Ordinary Differential Equations II, Springer, New York, 1996.
- [11] Henrici P., Discrete Variable Methods in ODEs, John Wiley, New York, 1962.
- [12] Ismail G.A., Ibrahim I.H., A new higher order effective P-CMethods for Stiff systems, Journal of Mathematics and Computers in Simulation, 47(1998), 541-552.
- [13] Jackson L.W., Kenue S.K., A fourth order exponentially fitted method, Siam J. Numer. Anal., 20(1983), 1206-1209.
- [14] Kaps P., Rosenbrock-Type Methods, in Numerical Methods for Stiff Initial Value Problems., Dahlquist G. and Jeltsch R., eds., Inst. fur Geometric und Praktische Mathematik der RWTH Aachen, Germany, 1981.
- [15] Lambert J.D., Numerical Methods for Ordinary Differential Systems, The Initial Value Problem. Wiley, Chichester, New York, 1991.
- [16] Rosser J.B., Runge-Kutta for all seasons, Siam Review, 9(3)(1967), 417-452.
- [17] Shampine L.F., Numerical Solution of Ordinary Differential Equations, Chapman & Hall, New York, NY, 1994.
- [18] Skelboe S., Christiansen B., Backward differentiation formulas with extended region of absolute stability, BIT, 21(1981), 221-231.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-a30d7e27-ab52-45a6-94ba-2a174cfb2289