Skip to main content
Log in

On a family of trigonometrically fitted extended backward differentiation formulas for stiff and oscillatory initial value problems

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

A Class of Continuous Extended Backward Differentiation Formula using Trigonometric Basis functions (CEBDTB) with one superfuture point is constructed and used to generate a family of Trigonometrically Fitted Extended Backward Differentiation Formula (TFEBDF) and other discrete methods as by-products. This family of discrete schemes together with the TFEBDF are simultaneously applied as numerical integrators by assembling them into a Block Trigonometrically Fitted Extended Backward Differentiation Method (BTFEBDM). The error analysis, stability properties, and implementation of the BTFEBDM are discussed, and the class of methods is shown to be suitable for oscillatory and/or stiff Initial Value Problems (IVPs). The performance of the method is demonstrated on some numerical examples to show its accuracy and computational efficiency.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Cash, J.R.: On the integration of stiff systems of O.D.E.s using extended backward differentiation formulae. Numer. Math. 34, 235–246 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  2. Jator, S.N., Swindle, S., French, R.: Trigonometrically fitted block Numerov type method for \(y^{\prime \prime }=f(x, y, y^{\prime })\). Numerical Algorithms 62, 13–26 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  3. Nguyen, H.S., Sidje, R.B., Cong, N.H.: Analysis of trigonometric implicit Runge-Kutta methods. J. Comput. Appl. Math. 198, 187–207 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  4. Dahlquist, G.G.: A special stability problem for linear multistep methods. BIT 3, 27–43 (1963)

    Article  MathSciNet  MATH  Google Scholar 

  5. Enright, W.H.: Second derivative multistep methods for stiff ordinary differential equations. SIAM J. Numer. Anal. 11, 321–331 (1974)

    Article  MathSciNet  MATH  Google Scholar 

  6. Fang, Y., Song, Y., Wu, X.: A robust trigonometrically fitted embedded pair for perturbed oscillators. J. Comput. Appl. Math. 225, 347–355 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  7. Fatunla, S.O.: Block methods for second order IVPs. Intern. J. Comput. Math. 41, 55–63 (1991)

    Article  MATH  Google Scholar 

  8. Franco, J.M.: Runge-kutta-nyström methods adapted to the numerical intergration of perturbed oscillators. Comput. Phys. Comm. 147, 770–787 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  9. Gear, C.W.: Algorithm 407, Difsub for solution of ordinary differential equations. Comm. ACM 14, 185–190 (1971)

    Article  MathSciNet  Google Scholar 

  10. Vanden Berghe, G., Ixaru, L.G., van Daele, M.: Optimal implicit exponentially-fitted Runge-Kutta method. Comput. Phys. Commun. 140, 346–357 (2001)

    Article  MATH  Google Scholar 

  11. Milne, W.E.: Numerical Solution of Differential Equations. Wiley, New York (1953)

    MATH  Google Scholar 

  12. Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II. Springer, New York (1996)

    Book  MATH  Google Scholar 

  13. Henrici, P.: Discrete Variable Methods in ODEs. Wiley, New York (1962)

    MATH  Google Scholar 

  14. Simos, T.E.: An exponentially-fitted Runge-Kutta method for the numerical integration of initial-value problems with periodic or oscillating solutions. Comput. Phys. Commun. 115, 1–8 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  15. Ixaru, L., Berghe, G.V.: Exponential Fitting. Kluwer, Dordrecht, Netherlands (2004)

    Book  MATH  Google Scholar 

  16. Ngwane, F.F., Jator, S.N.: Block hybrid method using trigonometric basis for initial value problems with oscillating solutions. Numerical Algorithms 63, 713–725 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  17. Lambert, J.D.: Numerical Methods for Ordinary Differential Systems. Wiley, New York (1991)

    MATH  Google Scholar 

  18. Lambert, J.D.: Computational Methods in Ordinary Differential Equations. Wiley, New York (1973)

    MATH  Google Scholar 

  19. Ozawa, K.: A functionally fitted three-stage explicit singly diagonally implicit Runge-Kutta method. Japan J. Indust. Appl. Math. 22, 403–427 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  20. Shampine, L.F., Watts, H.A.: Block implicit one-step methods. Math. Comp. 23, 731–740 (1969)

    Article  MathSciNet  MATH  Google Scholar 

  21. Rosser, J.B.: A Runge-Kutta for all seasons. SIAM Rev. 9, 417–452 (1967)

    Article  MathSciNet  MATH  Google Scholar 

  22. Coleman, J., Ixaru, L.G.: P-stability and exponential-fitting methods for \(y^{\prime \prime } = f(x,y)\). IMA J. Numer. Anal. 16, 179–199 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  23. Sommeijer, B.P.: Explicit high-order Runge-Kutta-Nyström methods for parallel computers. Appl. Numer. Math. 13, 221–240 (1993)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to T. A. Biala.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Ndukum, P.L., Biala, T.A., Jator, S.N. et al. On a family of trigonometrically fitted extended backward differentiation formulas for stiff and oscillatory initial value problems. Numer Algor 74, 267–287 (2017). https://doi.org/10.1007/s11075-016-0148-1

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-016-0148-1

Keywords

Mathematics Subject Classification (2010)

Navigation