Abstract
Linear barycentric rational interpolants, instead of customary polynomial interpolants, have been recently used to design the efficient numerical integrators for ODEs. In this way, the BDF-type methods based on these interpolants have been introduced as a general class of the methods in this type with better accuracy and stability properties. In this paper, we introduce an extension of them equipped to super-future point technique. The order of convergence and stability of the proposed methods are discussed and confirmed by some given numerical experiments.
Similar content being viewed by others
References
Abdi, A., Berrut, J.P., Hosseini, S.A.: Explicit methods based on barycentric rational interpolants for solving non-stiff Volterra integral equations. (submitted)
Abdi, A., Berrut, J.P., Hosseini, S.A.: The linear barycentric rational method for a class of delay Volterra integro-differential equations. J. Sci. Comput. 75, 1757–1775 (2018)
Abdi, A., Hojjati, G.: Barycentric rational interpolants based second derivative backward differentiation formulae for ODEs. Numer. Algorithms 85, 867–886 (2020)
Abdi, A., Hosseini, S.A.: The barycentric rational difference-quadrature scheme for systems of Volterra integro-differential equations. SIAM J. Sci. Comput. 40, A1936–A1960 (2018)
Abdi, A., Hosseini, S.A., Podhaisky, H.: Adaptive linear barycentric rational finite differences method for stiff ODEs. J. Comput. Appl. Math. 357, 204–214 (2019)
Abdi, A., Hosseini, S.A., Podhaisky, H.: Numerical methods based on the Floater–Hormann interpolants for stiff VIEs. Numer. Algorithm (to appear)
Atkinson, K.E.: An Introduction to Numerical Analysis. Wiley, New York (1989)
Berrut, J.P.: Rational functions for guaranteed and experimentally well-conditioned global interpolation. Comput. Math. Appl. 15, 1–16 (1988)
Berrut, J.P., Floater, M.S., Klein, G.: Convergence rates of derivatives of a family of barycentric rational interpolants. Appl. Numer. Math. 61, 989–1000 (2011)
Berrut, J.P., Hosseini, S.A., Klein, G.: The linear barycentric rational quadrature method for Volterra integral equations. SIAM J. Sci. Comput. 36, A105–A123 (2014)
Berrut, J.P., Trefethen, L.N.: Barycentric lagrange interpolation. SIAM J. Numer. Anal. 46, 501–517 (2004)
Butcher, J.C.: A modified multistep method for the numerical integration of ordinary differential equations. J. ACM 12, 124–135 (1965)
Butcher, J.C.: Numerical Methods for Ordinary Differential Equations. Wiley, Chichester (2016)
Cash, J.R.: On the integration of stiff systems of ODEs using extended backward differentiation formulae. Numer. Math. 34, 235–246 (1980)
Cash, J.R.: Second derivative extended backward differentiation formulas for the numerical integration of stiff systems. SIAM J. Numer. Anal. 18, 21–36 (1981)
Cash, J.R.: The integration of stiff initial value problems in ODEs using modified extended backward differentiation formulae. Comput. Math. Appl. 9, 645–657 (1983)
Curtiss, C.F., Hirschfelder, J.O.: Integration of stiff equations. Proc. Natl. Acad. Sci. 38, 235–243 (1952)
Dahlquist, G.: A special stability problem for linear multistep methods. BIT 3, 27–43 (1963)
Dahlquist, G.: Convergence and stability in the numerical integration of ordinary differential equations. Math. Scand. 4, 33–53 (1956)
Enright, W.H.: Second derivative multistep methods for stiff ordinary differential equations. SIAM J. Numer. Anal. 11, 321–331 (1974)
Floater, M.S., Hormann, K.: Barycentric rational interpolation with no poles and high rates of approximation. Numer. Math. 107, 315–331 (2007)
Fredebeul, C.: A-BDF: a generalization of the backward differentiation formulae. SIAM J. Numer. Anal. 35, 1917–1938 (1998)
Gear, C.W.: Hybrid methods for initial value problems in ordinary differential equations. SIAM J. Numer. Anal. 2, 69–86 (1965)
Gragg, W.B., Stetter, H.J.: Generalized multistep predictor-corrector methods. J. ACM 11, 188–209 (1964)
Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, Berlin (2010)
Hojjati, G., Rahimi Ardabili, M.Y., Hosseini, S.M.: A-EBDF: an adaptive method for numerical solution of stiff systems of ODEs. Math. Comput. Simul. 66, 33–41 (2004)
Hojjati, G., Rahimi Ardabili, M.Y., Hosseini, S.M.: New second derivative multistep methods for stiff systems. Appl. Math. Model. 30, 466–476 (2006)
Hosseini, S.A., Abdi, A.: On the numerical stability of the linear barycentric rational quadrature method for Volterra integral equations. Appl. Numer. Math. 100, 1–13 (2016)
Klein, G.: Applications of Linear Barycentric Rational Interpolation. PhD thesis, University of Fribourg (2012)
Klein, G., Berrut, J.P.: Linear rational finite differences from derivatives of barycentric rational interpolants. SIAM J. Numer. Anal. 50, 643–656 (2012)
Shampine, L.F., Reichelt, M.W.: The MATLAB ODE suite. SIAM J. Sci. Comput. 18, 1–22 (1997)
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Esmaeelzadeh, Z., Abdi, A. & Hojjati, G. EBDF-type methods based on the linear barycentric rational interpolants for stiff IVPs. J. Appl. Math. Comput. 66, 835–851 (2021). https://doi.org/10.1007/s12190-020-01464-y
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12190-020-01464-y
Keywords
- Linear barycentric rational interpolation
- Barycentric rational finite differences
- Stiff differential equations
- BDF methods
- Linear stability