We use the theoretical framework of General Linear Methods (GLMs) to analyze and generalize the class of Cash’s Modified Extended Backward Differentiation Formulae (MEBDF). Keeping the structure of MEBDF and their computational cost we propose a more general class of methods that can be viewed as a composition of modified linear multistep methods. These new methods are characterized by smaller error constants and possibly larger angles of A(α)-stability. Numerical experiments which confirm the good performance of these methods on a set of stiff problems are also reported.
Composition of Linear Multistep Methods / Izzo, Giuseppe; Jackiewicz, Zdzislaw. - (2015). (Intervento presentato al convegno Fifth International Workshop on Analysis and Numerical Approximation of Singular Problems (IWANASP 2015) tenutosi a Hotel Tivoli, Lagos, Algarve, Portugal. nel 22-24 October 2015).
Composition of Linear Multistep Methods
IZZO, GIUSEPPE;
2015
Abstract
We use the theoretical framework of General Linear Methods (GLMs) to analyze and generalize the class of Cash’s Modified Extended Backward Differentiation Formulae (MEBDF). Keeping the structure of MEBDF and their computational cost we propose a more general class of methods that can be viewed as a composition of modified linear multistep methods. These new methods are characterized by smaller error constants and possibly larger angles of A(α)-stability. Numerical experiments which confirm the good performance of these methods on a set of stiff problems are also reported.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
