Skip to main content
Log in

Generalized second derivative linear multistep methods for ordinary differential equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

This paper is devoted to investigate the modified extended second derivative backward differentiation formulae from second derivative general linear methods point of view. This makes it possible to open some maneuver rooms in developing the methods with superior features by perturbing the abscissa vector of the methods. The proposed methods are constructed to have better accuracy and stability properties in comparison with the original ones. These improvements are verified by giving some numerical experiments.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. Abdi, A.: Construction of high-order quadratically stable second-derivative general linear methods for the numerical integration of stiff ODEs. J. Comput. Appl. Math. 303, 218–228 (2016)

    Article  MathSciNet  Google Scholar 

  2. Abdi, A., Behzad, B.: Efficient Nordsieck second derivative general linear methods: construction and implementation. Calcolo 55(28), 1–16 (2018)

    MathSciNet  MATH  Google Scholar 

  3. Abdi, A., Braś, M., Hojjati, G.: On the construction of second derivative diagonally implicit multistage integration methods for ODEs. Appl. Numer. Math. 76, 1–18 (2014)

    Article  MathSciNet  Google Scholar 

  4. Abdi, A., Conte, D.: Implementation of second derivative general linear methods. Calcolo 57, 1–29 (2020)

    Article  MathSciNet  Google Scholar 

  5. Abdi, A., Hojjati, G.: An extension of general linear methods. Numer. Algorithms 57, 149–167 (2011)

    Article  MathSciNet  Google Scholar 

  6. Abdi, A., Hojjati, G.: Implementation of Nordsieck second derivative methods for stiff ODEs. Appl. Numer. Math. 94, 241–253 (2015)

    Article  MathSciNet  Google Scholar 

  7. Abdi, A., Hojjati, G.: Maximal order for second derivative general linear methods with Runge–Kutta stability. Appl. Numer. Math. 61, 1046–1058 (2011)

    Article  MathSciNet  Google Scholar 

  8. Abdi, A., Jackiewicz, Z.: Towards a code for nonstiff differential systems based on general linear methods with inherent Runge–Kutta stability. Appl. Numer. Math. 136, 103–121 (2019)

    Article  MathSciNet  Google Scholar 

  9. Butcher, J.C.: On the convergence of numerical solutions to ordinary differential equations. Math. Comp. 20, 1–10 (1966)

    Article  MathSciNet  Google Scholar 

  10. Butcher, J.C., Chartier, P., Jackiewicz, Z.: Experiments with a variable-order type 1 DIMSIM code. Numer. Algorithms 22, 237–261 (1999)

    Article  MathSciNet  Google Scholar 

  11. Butcher, J.C., Hojjati, G.: Second derivative methods with RK stability. Numer. Algorithms 40, 415–429 (2005)

    Article  MathSciNet  Google Scholar 

  12. Butcher, J.C., Jackiewicz, Z.: Construction of diagonally implicit general linear methods of type 1 and 2 for ordinary differential equations. Appl. Numer. Math. 21, 385–415 (1996)

    Article  MathSciNet  Google Scholar 

  13. Butcher, J.C., Jackiewicz, Z.: Construction of high order DIMSIMs for ordinary differential equations. Appl. Numer. Math. 27, 1–12 (1998)

    Article  MathSciNet  Google Scholar 

  14. Butcher, J.C., Jackiewicz, Z.: Diagonally implicit general linear methods for ordinary differential equations. BIT 33, 452–472 (1993)

    Article  MathSciNet  Google Scholar 

  15. Butcher, J.C., Jackiewicz, Z.: Implementation of diagonally implicit multistage integration methods for ordinary differential equations. SIAM J. Numer. Anal. 34, 2119–2141 (1997)

    Article  MathSciNet  Google Scholar 

  16. Cash, J. R.: On the integration of stiff systems of ODEs using extended backward differentiation formulae. Numer. Math. 34, 235–246 (1980)

    Article  MathSciNet  Google Scholar 

  17. Cash, J.R.: The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae. Comput. Math. App. 9, 645–657 (1983)

    MathSciNet  MATH  Google Scholar 

  18. Chan, R.P.K., Tsai, A.Y.J.: On explicit two-derivative Runge–Kutta methods. Numer. Algorithms 53, 171–194 (2010)

    Article  MathSciNet  Google Scholar 

  19. Dahlquist, G.: A special stability problem for linear multistep methods. BIT 3, 27–43 (1963)

    Article  MathSciNet  Google Scholar 

  20. D’Ambrosio, R., Izzo, G., Jackiewicz, Z.: Perturbed MEBDF methods. Comput. Math. Appl. 63, 851–861 (2012)

    Article  MathSciNet  Google Scholar 

  21. Enright, W.H.: Second derivative multistep methods for stiff ordinary differential equations. SIAM J. Numer. Anal. 11, 321–331 (1974)

    Article  MathSciNet  Google Scholar 

  22. Ezzeddine, A.K., Hojjati, G., Abdi, A.: Perturbed second derivative multistep methods. J. Numer. Math. 23, 235–245 (2015)

    Article  MathSciNet  Google Scholar 

  23. Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, Berlin (2010)

    MATH  Google Scholar 

  24. Hojjati, G., Rahimi Ardabili, M.Y., Hosseini, S.M.: New second derivative multistep methods for stiff systems. Appl. Math. Model. 30, 466–476 (2006)

    Article  Google Scholar 

  25. Hosseini, S.M., Hojjati, G.: Matrix free MEBDF method for the solution of stiff systems of ODEs. Math. Comput. Modell. 29, 67–77 (1999)

    Article  MathSciNet  Google Scholar 

  26. Izzo, G., Jackiewicz, Z.: Generalized linear multistep methods for ordinary differential equations. Appl. Numer. Math. 114, 165–178 (2017)

    Article  MathSciNet  Google Scholar 

  27. Jackiewicz, Z.: General Linear Methods for Ordinary Differential Equations. Wiley, New Jersey (2009)

    Book  Google Scholar 

  28. Jackiewicz, Z.: Implementation of DIMSIMs for stiff differential systems. Appl. Numer. Math. 42, 251–267 (2002)

    Article  MathSciNet  Google Scholar 

  29. Lambert, J.D.: Numerical Methods for Ordinary Differential Systems. Wiley, New York (1991)

    MATH  Google Scholar 

  30. Mazzia, F., Iavernaro, F., Magherini, C.: Test set for initial value problem solvers. University of Bari (2003)

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ali Abdi.

Ethics declarations

Conflict of interest

The authors declare no competing interests.

Additional information

Data availability

Data sharing not applicable to this article as no datasets were generated or analyzed during the current study.

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Majidi, T., Abdi, A. & Hojjati, G. Generalized second derivative linear multistep methods for ordinary differential equations. Numer Algor 91, 227–250 (2022). https://doi.org/10.1007/s11075-022-01260-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-022-01260-8

Keywords

Mathematics Subject Classification (2010)

Navigation