A new very simple explicit method for the integration of mildly stiff ordinary differential equations

1990 ◽  
Vol 14 (3) ◽  
pp. 267-272 ◽  
Author(s):  
S.S. Ashour ◽  
O.T. Hanna
Mathematics ◽  
2019 ◽  
Vol 7 (12) ◽  
pp. 1154
Author(s):  
Essam R. El-Zahar ◽  
José Tenreiro Machado ◽  
Abdelhalim Ebaid

A new generalised Taylor-like explicit method for stiff ordinary differential equations (ODEs) is proposed. The algorithm is presented in its component and vector forms. The error and stability analysis of the method are developed showing that it has an arbitrary high order of convergence and the L-stability property. Moreover, it is verified that several integration schemes are special cases of the new general form. The method is applied on stiff problems and the numerical solutions are compared with those of the classical Taylor-like integration schemes. The results show that the proposed method is accurate and overcomes the shortcoming of the classical Taylor-like schemes in their component and vector forms.


2012 ◽  
Author(s):  
Rokiah @ Rozita Ahmad ◽  
Nazeeruddin Yaacob

Makalah ini membincangkan penghasilan kaedah tak tersirat bak Cosine–Taylor untuk menyelesaikan persamaan pembezaan biasa kaku. Perumusannya menghasilkan pengenalan kepada satu rumus baru bagi penyelesaian berangka bagi persamaan pembezaan biasa kaku. Kaedah baru ini memerlukan penghitungan tambahan yakni melakukan beberapa terbitan bagi fungsi yang terlibat. Walau bagaimanapun, keputusan yang diperoleh adalah lebih baik berbanding hasil yang didapati apabila menggunakan kaedah tak tersirat Runge–Kutta peringkat–4 dan kaedah tersirat Adam–Bashfiorth–Moulton (ABM). Perbandingan yang dibuat dengan kaedah bak Sine–Taylor menunjukkan kejituan bagi kedua–dua kaedah adalah hampir setara. Kata kunci: Kaedah tak tersirat; persamaan pembezaan biasa kaku; Runge–Kutta; kaedah tersirat; Adam–Bashforth–Moulton; bak Sine–Taylor This paper discusses the derivation of an explicit Cosine–Taylorlike method for solving stiff ordinary differential equations. The formulation has resulted in the introduction of a new formula for the numerical solution of stiff ordinary differential equations. This new method needs an extra work in order to solve a number of differentiations of the function involved. However, the result produced is better than the results from the explicit classical fourth–order Runge–Kutta (RK4) and the implicit Adam–Bashforth–Moulton (ABM) methods. When compared with the previously derived Sine–Taylorlike method, the accuracy for both methods is almost equivalent. Key words: Explicit method; stiff ordinary differential equations; Runge–Kutta; implicit method; Adam–Bashforth–Moulton; Sine–Taylorlike


2014 ◽  
Vol 07 (01) ◽  
pp. 1350034 ◽  
Author(s):  
M. B. Suleiman ◽  
H. Musa ◽  
F. Ismail ◽  
N. Senu ◽  
Z. B. Ibrahim

A superclass of block backward differentiation formula (BBDF) suitable for solving stiff ordinary differential equations is developed. The method is of order 3, with smaller error constant than the conventional BBDF. It is A-stable and generates two points at each step of the integration. A comparison is made between the new method, the 2-point block backward differentiation formula (2BBDF) and 1-point backward differentiation formula (1BDF). The numerical results show that the method developed outperformed the 2BBDF and 1BDF methods in terms of accuracy. It also reduces the integration steps when compared with the 1BDF method.


Symmetry ◽  
2019 ◽  
Vol 11 (11) ◽  
pp. 1342 ◽  
Author(s):  
Hazizah Mohd Ijam ◽  
Zarina Bibi Ibrahim

This paper aims to select the best value of the parameter ρ from a general set of linear multistep formulae which have the potential for efficient implementation. The ρ -Diagonally Implicit Block Backward Differentiation Formula ( ρ -DIBBDF) was proposed to approximate the solution for stiff Ordinary Differential Equations (ODEs) to achieve the research objective. The selection of ρ for optimal stability properties in terms of zero stability, absolute stability, error constant and convergence are discussed. In the diagonally implicit formula that uses a lower triangular matrix with identical diagonal entries, allowing a maximum of one lower-upper (LU) decomposition per integration stage to be performed will result in substantial computing benefits to the user. The numerical results and plots of accuracy indicate that the ρ -DIBBDF method performs better than the existing fully and diagonally Block Backward Differentiation Formula (BBDF) methods.


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