Symmetric multistep Obrechkoff methods with zero phase-lag for periodic initial value problems of second order differential equations

In this paper, symmetric multistep Obrechkoff methods of orders 8 and 12, involving a parameter p to solve a special class of second order initial value problems in which the first order derivative does not appear explicitly, are discussed. It is shown that the methods have zero phase-lag when p is chosen as 2π times the frequency of the given initial value problem.     

Adaptive methods for periodic initial value problems of second order differential equations

In this paper numerical methods involving higher order derivatives for the solution of periodic initial value problems of second order differential equations are derived. The methods depend upon a parameter p > 0 and reduce to their classical counter parts as p → 0. The methods are periodically stable when the parameter p is chosen as the square of the frequency of the linear homogeneous equation. The numerical methods involving derivatives of order up to 2q are of polynomial order 2q and trigonometric order one. Numerical results are presented for both the linear and nonlinear problems. The applicability of implicit adaptive methods to linear systems is illustrated.     

P-stable methods for periodic initial value problems of second order differential equations

A class ofP-stable finite difference methods is discussed for solving initial value problems of second order differential equations which have periodic solutions. The methods depend upon a parameterp>0, and reduce to the classical Störmer-Cowell methods forp=0. It is shown that whenp is chosen for linear problems as the square of the frequency of the periodic solution, the methods areP-stable and for some suitable choice ofp, they have extended finite interval of periodicity.     

On accuracy and unconditional stability of linear multistep methods for second order differential equations

Linear multistep methods for solution of the equationy=f(t, y) are studied by means of the test equationy=–² y, with real. It is shown that the order of accuracy cannot exceed 2 for an unconditionally stable method.This work was supported by the NASA-Ames Research Center, Moffett Field, California, under Interchange No. NCA2-OR745-712, while the author was a visitor at the Computer Science Department, Stanford University, Stanford, California.     

On the numerical integration of nonlinear initial value problems by linear multistep methods

We study the numerical solution of the nonlinear initial value problem $$\left\{ {\begin{array}{*{20}c} {{{du(t)} \mathord{\left/ {\vphantom {{du(t)} {dt}}} \right. \kern-\nulldelimiterspace} {dt}} + Au(t) = f(t),t > 0} \\ {u(0) = c,} \\ \end{array} } \right.$$ whereA is a nonlinear operator in a real Hilbert space. The problem is discretized using linear multistep methods, and we assume that their stability regions have nonempty interiors. We give sharp bounds for the global error by relating the stability region of the method to the monotonicity properties ofA. In particular we study the case whereAu is the gradient of a convex functional φ(u).     

Generalized second derivative linear multistep methods for ordinary differential equations

Numerical Algorithms - This paper is devoted to investigate the modified extended second derivative backward differentiation formulae from second derivative general linear methods point of view....     

The numerical solution of boundary value problems for second order functional differential equations by finite differences

The boundary value problem , 0 <t < 1,x(0)=x(1)=0, is considered. Hereg:R ²R ¹ andF:C[0, 1] C[0, 1]. The solutionx is approximated using finite differences. For a large class of problems it is proved that the approximate solutions exist and converge tox. The method is illustrated by the numerical example.Sponsored by the Mathematics Research Center, United States Army, Madison, Wisconsin, under Contract No.: DA-31-124-ARO-D-462, and the Office of Naval Research under Contract No.: N00014-67-A-0128-0004. The computations were supported by the University of Wisconsin Grants Committee.     

Blended extended linear multistep methods for the accurate numerical integration of stiff initial value problems

A class of blended extended linear multistep methods suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is described. These methods are formulated as a result of combining the second derivative extended backward differentiation formulae of Cash and the blended linear multistep methods of Skeel and Kong. The new methods combine a high order or accuracy with good stability properties and, as a direct consequence, they are often suitable for the numerical integration of stiff differential systems when high accuracy is requested. In the first part of the present paper we consider the derivation of these new blended methods and give the coefficients and stability regions for formulae of order up to and including 10. In the second half we consider their practical implementation. In particular we describe a variable order/variable step package based on these blended formulae and we evaluate the performance of this package on the well known DETEST test set. It is shown that the new code is reliable on this test set and is competitive with the well known second derivative method of Enright.     

Hybrid numerical methods for periodic initial value problems involving second-order differential equations

Computer simulation of problems in celestial mechanics often leads to the numerical solution of the system of second-order initial value problems with periodic solutions. When conventional methods are applied to obtain the solution, the time increment must be limited to a value of the order of the reciprocal of the frequency of the periodic solution.In this paper hybrid methods of orders four and six which are P-stable are developed. Further, the adaptive hybrid methods of polynomial order four and trigonometric order one have also been discussed. The numerical results for the undamped Duffing equation with a forced harmonic function are listed.     

A numerical method to boundary value problems for second order delay differential equations

Summary In the first part of this paper we are dealing with theoretical statements and conditions which lead to existence and uniqueness of the solution of a nonlinear boundary value problem with delay. Next we apply this method successfully to a numerical example. The computations have been carried out at the computer Siemens 4004. The data obtained are presented in two tables.     

Splitting methods for second‐order initial value problems

We consider implicit integration methods for the solution of stiff initial value problems for second-order differential equations of the special form y' = f(y). In implicit methods, we are faced with the problem of solving systems of implicit relations. This paper focuses on the construction and analysis of iterative solution methods which are effective in cases where the Jacobian of the right‐hand side of the differential equation can be split into a sum of matrices with a simple structure. These iterative methods consist of the modified Newton method and an iterative linear solver to deal with the linear Newton systems. The linear solver is based on the approximate factorization of the system matrix associated with the linear Newton systems. A number of convergence results are derived for the linear solver in the case where the Jacobian matrix can be split into commuting matrices. Such problems often arise in the spatial discretization of time‐dependent partial differential equations. Furthermore, the stability matrix and the order of accuracy of the integration process are derived in the case of a finite number of iterations. This revised version was published online in August 2006 with corrections to the Cover Date.     

BOUNDARY VALUE PROBLEMS FOR SECOND ORDER MIXED-TYPE FUNCTIONAL DIFFERENTIAL EQUATIONS

We use the topological degree method to deal with the generalized Sturm-Liouville boundary value problem (BVP) for second order mixed-type functional differential equation x(t)=f(t,xt,xt), 0≤t≤T. Existence principle and theorem for solutions of the BVP are obtained.     

Periodic and boundary value problems for second order differential equations

In this paper we study second order scalar differential equations with Sturm-Liouville and periodic boundary conditions. The vector fieldf(t,x,y) is Caratheodory and in some instances the continuity condition onx ory is replaced by a monotonicity type hypothesis. Using the method of upper and lower solutions as well as truncation and penalization techniques, we show the existence of solutions and extremal solutions in the order interval determined by the upper and lower solutions. Also we establish some properties of the solutions and of the set they form.     

Periodic boundary value problems for second order functional differential equations

This paper deals with a periodic boundary value problem for a second order functional differential equation. We obtain the existence of extreme solutions under new concept of upper and lower solutions. Also, a mistake in a recent paper (Ding et al. in J. Math. Anal. Appl. 298:341–351, 2004) is corrected.     

Superstable implicit Runge-Kutta methods for second order initial value problems

Using the well known properties of thes-stage implicit Runge-Kutta methods for first order differential equations, single step methods of arbitrary order can be obtained for the direct integration of the general second order initial value problemsy=f(x, y, y),y(x _o)=y _o,y(x _o)=y _o. These methods when applied to the test equationy+2y+ ² y=0, ,0, +>0, are superstable with the exception of a finite number of isolated values ofh. These methods can be successfully used for solving singular perturbation problems for which f/y and/or f/y are negative and large. Numerical results demonstrate the efficiency of these methods.     

Boundary value problems for higher order linear impulsive differential equations

In this paper higher order linear impulsive differential equations with fixed moments of impulses subject to linear boundary conditions are studied. Green's formula is defined for piecewise differentiable functions. Properties of Green's functions for higher order impulsive boundary value problems are introduced. An appropriate example of the Green's function for a boundary value problem is provided. Furthermore, eigenvalue problems and basic properties of eigensolutions are considered.