Diagonalizable Extended Backward Differentiation Formulas |
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Authors: | J E Frank P J Van Der Houwen |
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Institution: | (1) CWI, Kruislaan 413, P.O. Box 94079, NL-1090 GB Amsterdam, The Netherlands;(2) CWI, Kruislaan 413, P.O. Box 94079, NL-1090 GB Amsterdam, The Netherlands |
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Abstract: | We generalize the extended backward differentiation formulas (EBDFs) introduced by Cash and by Psihoyios and Cash so that the system matrix in the modified Newton process can be block-diagonalized, enabling an efficient parallel implementation. The purpose of this paper is to justify the use of diagonalizable EBDFs on parallel computers and to offer a starting point for the development of a variable stepsize-variable order method. We construct methods which are L-stable up to order p = 6 and which have the same computational complexity per processor as the conventional BDF methods. Numerical experiments with the order 6 method show that a speedup factor of between 2 and 4 on four processors can be expected. |
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Keywords: | Initial-value problems extended BDFs parallelism |
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