2014American journal of mathematics and statisticsOpen access

A Family of Block Methods Derived from TOM and BDF Pairs for Stiff Ordinary Differential Equations

I. J. Ajie, M. N. O. Ikhile, P. Onumanyi

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Abstract

In this paper, we introduced a family of self-starting L(α)-stable linear multistep block methods (LMBMs) for solving stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The block methods are constructed by pairing k-step Top Order Methods (TOMs) and 2k-step Backward Differentiation Formulas (BDF) and shifting them (2k - 2) times as in Ajie et al (2014). The methods are of order 2k and their performance on the numerical examples considered shows that their accuracies increase as the order increases. Keywords Top Order Method (TOM), Backward Differentiation Formulas (BDF), L(α)-stable, A(α)-stable, Linear Multistep Block Methods (LMBMs)

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What this paper is about

In this paper, we introduced a family of self-starting L(α)-stable linear multistep block methods (LMBMs) for solving stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The block methods are constructed by pairing k-step Top Order Methods (TOMs) and 2k-step Backward Differentiation Formulas (BDF) and shifting them (2k - 2) times as in Ajie et al (2014). The methods are of order 2k and their performance on the numerical examples considered shows that their accuracies increase as the order increases. Keywords Top Order Method (TOM), Backward Differentiation Formulas (BDF), L(α)-stable, A(α)-stable, Linear Multistep Block Methods (LMBMs)

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Available abstract

In this paper, we introduced a family of self-starting L(α)-stable linear multistep block methods (LMBMs) for solving stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The block methods are constructed by pairing k-step Top Order Methods (TOMs) and 2k-step Backward Differentiation Formulas (BDF) and shifting them (2k - 2) times as in Ajie et al (2014). The methods are of order 2k and their performance on the numerical examples considered shows that their accuracies increase as the order increases. Keywords Top Order Method (TOM), Backward Differentiation Formulas (BDF), L(α)-stable, A(α)-stable, Linear Multistep Block Methods (LMBMs)

Key concepts: Mathematics, Linear multistep method, Ordinary differential equation, Backward differentiation formula, Ode, Block (permutation group theory), Applied mathematics, Initial value problem

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