A family of highly stable second derivative block methods for stiff IVPs in ODEs

This paper considers a class of highly stable block methods for numerically solving initial value problems (IVPs) in ordinary differential equations (ODEs). The boundary locus of the proposed parallel one-block, r -output point algorithms shows that the new schemes are A -stable for output points r...

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Veröffentlicht in:Numerical analysis and applications 2014, Vol.7 (1), p.57-69
Hauptverfasser: Okuonghae, R. I., Ikhile, M. N. O.
Format: Artikel
Sprache:eng
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Zusammenfassung:This paper considers a class of highly stable block methods for numerically solving initial value problems (IVPs) in ordinary differential equations (ODEs). The boundary locus of the proposed parallel one-block, r -output point algorithms shows that the new schemes are A -stable for output points r = 2(2)8 and A ( α )-stable for output points r = 10(2)20, where r is the number of processors in a particular block method in the family. Numerical results of the block methods are compared with the second derivative linear multistep method in [8].
ISSN:1995-4239
1995-4247
DOI:10.1134/S1995423914010066