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2011•Czech digital mathematics libraryOpen access

A ($\alpha $)-Stable Linear Multistep Methods for Stiff IVPs in ODEs

R. I. Okuonghae, M. N. O. Ikhile

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Abstract

summary:In this paper, a class of A($\alpha $)-stable linear multistep formulas for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) is developed. The boundary locus of the methods shows that the schemes are A-stable for step number $k\le 3$ and stiffly stable for $k=4, 5$ and $6$. Some numerical results are reported to illustrate the method.

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summary:In this paper, a class of A($\alpha $)-stable linear multistep formulas for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) is developed. The boundary locus of the methods shows that the schemes are A-stable for step number $k\le 3$ and stiffly stable for $k=4, 5$ and $6$. Some numerical results are reported to illustrate the method.

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Available abstract

summary:In this paper, a class of A($\alpha $)-stable linear multistep formulas for stiff initial value problems (IVPs) in ordinary differential equations (ODEs) is developed. The boundary locus of the methods shows that the schemes are A-stable for step number $k\le 3$ and stiffly stable for $k=4, 5$ and $6$. Some numerical results are reported to illustrate the method.

Key concepts: Ode, Linear multistep method, Ordinary differential equation, Initial value problem, Mathematics, Boundary value problem, Applied mathematics, Mathematical analysis

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