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Exponentially fitted variable two-step BDF algorithm for first order ODEs

delete2003-02-01
delete82
PRE
AI
L
L.Gr. Ixaru
G
G. Vanden Berghe *
H
H. De Meyer
DOI:10.1016/S0010-4655(02)00676-8delete
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摘要

摘要

En 中文
We construct the exponential fitting extension of the classical variable step-size two-step BDF algorithm and examine its properties. We give the expression of the optimal value of the associated frequency and introduce a procedure for choosing the step widths in terms of the required accuracy. The order of the new algorithm is three (that is by one unit higher than for the classical one). On three severe stiff test cases we show that the new two-step algorithm behaves much better than its classical companion and that it is as good as the classical variable three-step algorithm. (C) 2002 Elsevier Science B.V. All rights reserved.
Keyword:
exponential fitting
variable steps
multistep algorithms
frequency evaluation
error analysis
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期刊

Computer Physics Communications 封面图
Computer Physics Communications
IF:
3.4
论文数:
1.2W
被引数:
3.7W

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