- Tytuł:
- A uniform quantitative stiff stability estimate for BDF schemes
- Autorzy:
-
Auzinger, W.
Herfort, W. - Powiązania:
- https://bibliotekanauki.pl/articles/255633.pdf
- Data publikacji:
- 2006
- Wydawca:
- Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
- Tematy:
-
BDF schemes
stiff ODEs
stability
companion matrix
univalence - Opis:
- The concepts of stability regions, A- and A(α)-stability - albeit based on scalar models - turned out to be essential for the identification of implicit methods suitable for the integration of stiff ODEs. However, for multistep methods, knowledge of the stability region provides no information on the quantitative stability behavior of the scheme. In this paper we fill this gap for the important class of Backward Differentiation Formulas (BDF). Quantitative stability bounds are derived which are uniformly valid in the stability region of the method. Our analysis is based on a study of the separation of the characteristic roots and a special similarity decomposition of the associated companion matrix.
- Źródło:
-
Opuscula Mathematica; 2006, 26, 2; 203-227
1232-9274
2300-6919 - Pojawia się w:
- Opuscula Mathematica
- Dostawca treści:
- Biblioteka Nauki