On interval predictor-corrector methods

One can approximate numerically the solution of the initial value problem using single or multistep methods. Linear multistep methods are used very often, especially combinations of explicit and implicit methods. In floating-point arithmetic from an explicit method (a predictor), we can get the first approximation to the solution obtained from an implicit method (a corrector). We can do the same with interval multistep methods. Realizing such interval methods in floating-point interval arithmetic, we compute solutions in the form of intervals which contain all possible errors. In this paper, we propose interval predictor-corrector methods based on conventional Adams-Bashforth-Moulton and Nyström-Milne-Simpson methods. In numerical examples, these methods are compared with interval methods of Runge-Kutta type and methods based on high-order Taylor series. It appears that the presented methods yield comparable approximations to the solutions.     

ALTERNATING-DIRECTION MULTISTEP PRECONDITIONED ITERATIVE METHODS FOR SEMICONDUCTOR PROBLEM WITH HEAT-CONDUCTION

The model of transient behavior of semiconductor with heat-conduction is an initial and boundary problem. Alternating-direction multistep preconditioned iterative methods and theory analyses are given in this paper. Electric potential equation is approximated by mixed finite element method, concentration and heat-conduction equations are approximated by Galerkin alternating-direction multistep methods. Error estimates of optimal order in L2 are demonstrated.     

Exponentially fitted multistep methods by generalized Hermite-Birkhoff interpolation

Generalized Hermite-Birkhoff interpolation gives a unifying method for constructing exponentially fitted linear multistep methods explicitly. Fitting may be done at any set of given (real) parameters. The construction principle permits study of the convergence and stability properties of these methods. Moreover, it shows how the properties depend on the corresponding properties of classical linear multistep methods with constant coefficients. The theoretical results are illustrated by some examples.     

Stability of implicit-explicit linear multistep methods for ordinary and delay differential equations

Stability properties of implicit-explicit (IMEX) linear multistep methods for ordinary and delay differential equations are analyzed on the basis of stability regions defined by using scalar test equations. The analysis is closely related to the stability analysis of the standard linear multistep methods for delay differential equations. A new second-order IMEX method which has approximately the same stability region as that of the IMEX Euler method, the simplest IMEX method of order 1, is proposed. Some numerical results are also presented which show superiority of the new method.      

Local error estimation for multistep collocation methods

Multistep collocation methods for initial value problems in ordinary differential equations are known to be a subclass of multistep Runge-Kutta methods and a generalisation of the well-known class of one-step collocation methods as well as of the one-leg methods of Dahlquist. In this paper we derive an error estimation method of embedded type for multistep collocation methods based on perturbed multistep collocation methods. This parallels and generalizes the results for one-step collocation methods by Nørsett and Wanner. Simple numerical experiments show that this error estimator agrees well with a theoretical error estimate which is a generalisation of an error estimate first derived by Dahlquist for one-leg methods.     

半导体设备热传输中的隐式-显式多步有限元法

考虑热引导半导体设备中的传输行为，用一个有限元法离散电子位势所满足的Rpoisson方程；用隐式－显式多步有限元法处理电子密度和空洞密度满足的两个对流－扩散方程，热传导方程用隐式多步有限元法离散，推导了优化的L^2范误差估计。     

两类线性隐式方法

众所周知,在Stiff常微分方程组初值问题的数值解法中,向后微分公式(即Gear方法)是目前最通用的方法之一(见[1]).但是,Gear方法是一类隐式方法,在数值解的过程中,一般说来,每向前积分一步,需要解一个非线性方程组,它的求解是采用Newton-Raphson迭代方法,因此需要给出适当精度的预估值和计算右函数f(t,y)的Jacobi阵以     

Variable multistep methods for delay differential equations

In this paper, variable stepsize multistep methods for delay differential equations of the type y(t) = f(t, y(t), y(t − τ)) are proposed. Error bounds for the global discretization error of variable stepsize multistep methods for delay differential equations are explicitly computed. It is proved that a variable multistep method which is a perturbation of strongly stable fixed step size method is convergent.     

求解广义中立型系统的线性多步方法的NGP_G-稳定性

建立了广义中立型延迟系统理论解渐近稳定的充分条件 ,分析了用线性多步方法求解广义中立型延迟系统数值解的稳定性 ,在一定的Lagrange插值条件下 ,证明了数值求解广义中立型系统的线性多步方法NGPG_稳定的充分必要条件是线性多步方法是A_稳定的·     

求解非线性刚性初值问题的隐显线性多步方法的误差分析

隐显线性多步方法由隐式线性多步方法和显式线性多步法组合而成.本文主要讨论求解满足单边Lipschitz条件的非线性刚性初值问题和一类奇异摄动初值问题的隐显线性多步方法的误差分析.最后,由数值例子验证了所获的理论结果的正确性及方法处理这两类问题的有效性.     

MULTISTEP DISCRETIZATION OF INDEX 3 DAES

1. IntroductionIn this paper, we will consider the multistep discrezations of the differential--algebraicequations (DAEs) in Hessenberg formwhere F e AN M M R", K E AN M L - AM, G E AN - RL, the initial value(yo, ic, no) at xo are assumed to be consistent, i.e., they satisfyWe supposes, F, G and K are sufficiently differentiable, and thatin a neighbourhood of the solution. Such problems often appear in the simulation ofmechanical systems with constraints and the singularly perturbed…     

用加权平均方法构造新的隐式线性多步法公式

在已知的线性多步法公式中,用两个较适合的线性多步法进行加权平均就能构造出一系列新的隐式线性多步法公式,而且其中有些公式可能具有较好的性质,如稳定域增大.从而使得解刚性方程时,可以根据对稳定域与截断误差不同的需求来选择公式,以达到在适合的稳定域下,截断误差最小.经过数值试验验证,本文举出的实例中用加权平均方法构造出的有些新公式的稳定域大于原来两个公式任一个的稳定域,可应用于求解常微分方程初值问题的刚性问题.     

Reducible quadrature methods for Volterra integral equations of the first kind

Quadrature rules, generated by linear multistep methods for ordinary differential equations, are employed to construct a wide class of direct quadrature methods for the numerical solution of first kind Volterra integral equations. Our class covers several methods previously considered in the literature. The methods are convergent provided that both the first and second characteristic polynomial of the linear multistep method satisfy the root condition. Furthermore, the stability behaviour for fixed positive values of the stepsizeh is analyzed, and it turns out that convergence implies (fixedh) stability. The subclass formed by the backward differentiation methods up to order six is discussed and illustrated with numerical examples.     

On the local error and the local truncation error of linear multistep methods

Two different measures of the local accuracy of a linear multistep method — the local error and the local trunction error — appear in the literature. It is shown that the principal parts of these errors are not identical for general linear multistep methods, but that they are so for a sub-class which contains all methods of Adams type. It is sometimes argued that local error is the more natural measure; this view is challenged.     

A Class of Multistep Method Containing Second Order Derivatives for Solving Stiff Ordinary Differential Equations

In this paper a general k-step k-order multistep method containing derivatives of second order is given. In particular, a class of k-step (k+1)th-order stiff stable multistep methods for k=3-9 is constructed. Under the same accuracy, these methods are possessed of a larger absolute stability region than those of Gear's [1] and Enright's [2]. Hence they are suitable for solving stiff initial value problems in ordinary differential equations.     

CHARACTERIZATIONS OF SYMMETRIC MULTISTEP RUNGE-KUTTA METHODS

Some characterizations for symmetric multistep Runge-Kutta(RK) methods are obtained. Symmetric two-step RK methods with one and two-stages are presented. Numerical examples show that symmetry of multistep RK methods alone is not sufficient for long time integration for reversible Hamiltonian systems. This is an important difference between one-step and multistep symmetric RK methods.     

Some aspects of the boundary locus method

The boundary locus method for determining the stability region of a linear multistep method is considered from several viewpoints. In particular we show how it is related to the order of the method. These ideas are extended to Runge-Kutta and other methods.     

Asymptotic behavior of multistep runge-kutta methods for systems of delay differential equations

1. IntroductionIn order to assess the asymptotic behavior of numerical methods for DDEs, much attention has been given in the literature to the scalar case (cL [1-6]). UP to now) only partialresults (of. [7-10]) have dealt with the delay systemswhere y(t) = (yi(t), so(t),' ) yp(t))" E Cd, which is unknown for t > 0, L and M areconstat complex p x Hmatrices, T > 0 is a constat delay and W(t) 6 CP is a specifiedinitial function.In [111, C.J. Zhang and S.Z. Zhou made an investigation on…     

Stability of linear multistep methods for nonlinear neutral delay differential equations in Banach space

This paper is devoted to investigating the nonlinear stability properties of linear multistep methods for the solution to neutral delay differential equations in Banach space. Two approaches to numerically treating the “neutral term” are considered, which allow us to prove several results on numerical stability of linear multistep methods. These results provide some criteria for choosing the step size such that the numerical method is stable. Some examples of application and a numerical experiment, which further confirms the main results, are given.     

On a class of cyclic methods for the numerical integration of stiff systems of O.D.E.s

A class of cyclic linear multistep methods suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is developed. Particular attention is paid to the problem of deriving schemes which are almostA-stable, self starting, have relatively high orders of accuracy and contain a built in error estimate. These requirements demand that the linear multistep methods which are used are solved iteratively rather than directly in the usual way and an efficient method for doing this is suggested. Finally the algorithms are illustrated by application to a particular test problem.