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一类k步2k+1阶刚性稳定的二阶导数方法 被引量:1

A CLASS OF STIFFLY STABLE K-STEP SECOND DERIVATIVE METHODS OF ORDER 2K+1
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摘要 本文导出新的二阶导数线性多步法,这些方法适合于求解刚性方程组,方程的稳定域由根轨迹法给出,数值试验显示方法是行之有效的. In this paper, we present a new class of second derivative multistep methods. These formulas are shown to be suitable for stiff system of ordinary differential equations. The stability regions of these new methods are plotted. Numerical experiments are carried out to show strong performance of these methods.
作者 王雷 吴新元
机构地区 南京大学数学系
出处 《南京大学学报(数学半年刊)》 CAS 2006年第1期149-156,共8页 Journal of Nanjing University(Mathematical Biquarterly)
关键词 二阶导数线性多步法 绝对稳定性区域 刚性稳定性 刚性系统 second derivative multistep methods, region of absolute stability, stiffly stable, stiff system
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  • 2G. Wanner,E. Hairer,S. P. N?rsett. Order stars and stability theorems[J] 1978,BIT(4):475~489
  • 3Byron L. Ehle. High order a-stable methods for the numerical solution of systems of D.E.’s[J] 1968,BIT(4):276~278
  • 4Germund G. Dahlquist. A special stability problem for linear multistep methods[J] 1963,BIT(1):27~43

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  • 1ENRIGHT W H. Second Derivative Mulitstep Methods For Stiff Initialvalue Equations[J ].SIAM J. Numer. Anal,1974(11) :321 -331
  • 2HAIRER E, WANNER G. Solving Ordinary Differential Equations Ⅱ:Stiff and Differential -Algebraic Problems [ M ].北京:科学出版社,2006

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