Font Size: a A A

A NONLINEAR MULTISTEP METHOD FOR SOLVING STIFF INITIAL VALUE PROBLEMS

Posted on:1983-04-09Degree:Ph.DType:Dissertation
University:Michigan State UniversityCandidate:CHU, MOODY TEN-CHAOFull Text:PDF
GTID:1470390017964312Subject:Mathematics
Abstract/Summary:
A nonlinear multistep method which bears the nature of the classical Adams-Bashforth-Moulton PC formula is developed to solve stiff initial value problems of the form y' = Ay + g(x,y).; It is shown that this method has properties of consistency, convergence and A-stability in the sense of Dahlquist. Several newly developed numerical techniques have been incorporated into this algorithm. A detailed analysis of its structure is also presented to enable us to implement this method in such a way that the step size and the order can be adjusted automatically.; Numerical results from extensive tests by a PECE mode of this method shows its efficiency and several advantages, such as no Jacobian evaluation is needed, much larger step sizes can be used and only a few matrix inversions are involved.
Keywords/Search Tags:Method
Related items