ISSN:
0945-3245
Keywords:
AMS(MOS): 65L05
;
CR: 5.17
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A class of extended backward differentiation formulae suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is derived. An algorithm is described whereby the required solution is predicted using a conventional backward differentiation scheme and then corrected using an extended backward differentiation scheme of higher order. This approach allows us to developL-stable schemes of order up to 4 andL(α)-stable schemes of order up to 9. An algorithm based on the integration formulae derived in this paper is illustrated by some numerical examples and it is shown that it is often superior to certain existing algorithms.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01396701
