In this paper we present the code BiM, based on blended implicit methods (J. Comput. Appl. Math. 116 (2000) 41; Appl. Numer. Math. 42 (2002) 29; Recent Trends in Numerical Analysis, Nova Science Publ. Inc., New York, 2001, pp. 81.), for the numerical solution of stiff initial value problems for ODEs. We describe in detail most of the implementation strategies used in the construction of the code, and report numerical tests comparing the code BiM with some of the best codes currently available. The numerical tests show that the new code compares well with existing ones. Moreover, the methods implemented in the code are characterized by a diagonal nonlinear splitting, which makes its extension for parallel computers very straightforward
Recently, a new approach for solving the discrete problems, generated by the application of block implicit methods for the numerical solution of initial value problems for ODEs, has been devised [L. Brugnano, Blended block BVMs (B3VMs): a family of economical implicit methods for ODEs, J. Comput. Appl. Math. 116 (2000) 41-62; L. Brugnano, C. Magherini, Blended implementation of block implicit methods for ODEs, Appl. Numer. Math. 42 (2002) 29-45; L. Brugnano, D. Trigiante, Block implicit methods for ODEs, in: D. Trigiante (Ed.), Recent Trends in Numerical Analysis, Nova Science Publishers, New York, 2001, pp. 81-105]. This approach is based on the so-called blended implementation of the methods, giving corresponding blended implicit methods. The latter have been implemented in the computational code BiM [L. Brugnano, C. Magherini, The BiM code for the numerical solution of ODEs, J. Comput. Appl. Math. 164-165 (2004) 145-158]. Blended implicit methods are here extended to handle the numerical solution of DAE problems, resulting in a straightforward generalization of the basic approach
In this paper we consider the numerical solution of fractional differential equations by means of m-step recursions. The construction of such formulas can be obtained in many ways.Here we study a technique based on the rational approximation of the generating functions of fractional backward differentiation formulas (FBDFs). Accurate approximations lead to the definition of methods which simulate the underlying FBDF, with important computational advantages. Numerical experiments are presented.
In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODEIVPs problems. The proposed implementation relies on an alternative lowrank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests.
General Linear Methods were introduced in order to encompass a large family of numerical methods for the solution of ODE-IVPs, ranging from LMF to RK formulae. In so doing, it is possible to obtain methods able to overcome typical drawbacks of the previous classes of methods. For example, stability limitations of LMF and order reduction for RK methods. Nevertheless, these goals are usually achieved at the price of a higher computational cost. Consequently, many efforts have been done in order to derive GLMs with particular features, to be exploited for their efficient implementation. In recent years, the derivation of GLMs from particular Boundary Value Methods (BVMs), namely the family of Generalized BDF (GBDF), has been proposed for the numerical solution of stiff ODE-IVPs. Here, this approach is further developed in order to derive GLMs combining good stability and accuracy properties with the possibility of efficiently solving the generated discrete problems via the blended implementation of the methods
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