Scientific article
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English

Exact BDF stability angles with maple

Published inBIT, vol. 60, no. 3, p. 615-617
Publication date2020-01-28
First online date2020-01-28
Abstract

BDF formulas are among the most efficient methods for numerical integration, in particular of stiff equations (see e.g. Gear in Numerical initial value problems in ordinary differential equations, Prentice Hall, Upper Saddle River, 1971). Their excellent stability properties are known for precisely half a century, from the first calculation of their angles of A (α)-stability by Nørsett (BIT, 9:259-263, 1969). Later, more insight was gained and more precise values were calculated numerically (see for example Hairer and Wanner in Sloving ordinary differential equations, Springer, New York, 1996, Sect.V.2). This was the state-of -the-art, when Akrivis and Katsoprinakis (BIT, 2019. https://doi.org/10.1007/s10543-019-00796-1) discovered exact values for these angles. In this note we simplify the derivation and results by using Maple.

Keywords
  • Stiff differential equations
  • A (α)-stability
  • BDF methods
Citation (ISO format)
GANDER, Martin Jakob, WANNER, Gerhard. Exact BDF stability angles with maple. In: BIT, 2020, vol. 60, n° 3, p. 615–617. doi: 10.1007/s10543-019-00796-x
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Article (Published version)
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Identifiers
Additional URL for this publicationhttp://link.springer.com/10.1007/s10543-019-00796-x
Journal ISSN0006-3835
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