An MEBDF package for the numerical solution of large sparse systems of stiff initial value problems
β Scribed by T.J. Abdulla; J.R. Cash; M.T. Diamantakis
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 484 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
β¦ Synopsis
An efficient algorithm for the numerical integration of large sparse systems of stiff initial value ordinary differential equations (ODEs) and differentiai-algebraic equations (DAEs) is described. The algorithm is constructed by embedding a standard sparse linear algebraic equation solver into a suitably modified MEBDF code. An important practical application of this algorithm is in the numerical solution of time dependent partial differential equations (PDEs), particularly in two or more space dimensions, using the method of lines (MOL). A code based on this algorithm is illustrated by application to several problems of practical interest and its performance is compared to that of the standard code LSODES. (~) 2001 Elsevier Science Ltd. All rights reserved. Keywords--MEBDF, Large sparse systems of stiff IVPs and differential-algebraic equations, Time dependent PDEs.
π SIMILAR VOLUMES
We introduce the RKGL method for the numerical solution of initial-value problems of the form y =f (x, y), y(a)= . The method is a straightforward modification of a classical explicit Runge-Kutta (RK) method, into which Gauss-Legendre (GL) quadrature has been incorporated. The idea is to enhance the
in this paper we present a FOI~rRAN p~gram which solves the initiai-valne problem associaeed with nons+Jff systems of the form y" = f(x,y). The program is based on a family of exponential-fitted four-step met.hods, The ~ c~ particular|y suited to solve second-order initial-value problems arising fro