Skip to main content
Log in

Generalization of Backward Differentiation Formulas for Parallel Computers

  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

We analyze an extension of backward differentiation formulas, used as boundary value methods, that generates a class of methods with nice stability and convergence properties. These methods are obtained starting from the boundary value GBDFs class, and are in the class of EBDF-type methods. We discuss different ways of using these linear multistep formulas in order to have efficient parallel implementations. Numerical experiments show their effectiveness.

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. L. Brugnano and D. Trigiante, Solving Differential Problems by Multistep Initial and Boundary Value Methods (Gordon & Breach, Amsterdam, 1998).

    Google Scholar 

  2. J.R. Cash, On the integration of stiff ODEs using extended backward differentiation formulae, Numer. Math. 34 (1980) 235–246.

    Google Scholar 

  3. J.R. Cash, The integration of stiff initial value problems in O.D.E.s using modified extended backward differentiation formulae, Comput. Math. Appl. 9 (1983) 645–657.

    Google Scholar 

  4. J.R. Cash and S. Considine, An MEBDF code for stiff initial value problems, ACM Trans. Math. Software 18(2) (1996) 142–155.

    Google Scholar 

  5. J.E. Frank and P.J. van der Houwen, Diagonalizable extended backward differentiation formulas, BIT 40 (2000) 497–512.

    Google Scholar 

  6. J.E. Frank and P.J. van der Houwen, Parallel iteration of the extended backward differentiation formulas, IMA J. Numer. Anal. (2000) to appear.

  7. E. Hairer and G. Wanner, Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems, 2nd revised ed., Springer Series in Computational Mathematics (Springer, New York, 1996).

    Google Scholar 

  8. F. Iavernaro and F. Mazzia, Solving ordinary differential equations by generalized Adams methods: Properties and implementation techniques, Appl. Numer. Math. 28(2-4) (1998) 107–126.

    Google Scholar 

  9. F. Iavernaro and F. Mazzia, Block-boundary value methods for the solution of ordinary differential equations, SIAM J. Sci. Comput. 21(1) (1999) 323–339.

    Google Scholar 

  10. F. Iavernaro and F. Mazzia, On the extension of the code GAM for parallel computing, in: Parallel Processing, EURO-PAR '99, Lecture Notes in Computer Science, Vol. 1685 (Springer, New York, 1999) pp. 1136–1143.

    Google Scholar 

  11. W.M. Lioen and J.J.B. de Swart, Test set for initial value problem solvers, Technical Report MASR9832, CWI (1998).

  12. G.Y. Psihoyios and J.R. Cash, A stability result for general linear methods with characteristic function having real poles only, BIT 38(3) (1998) 612–617.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Iavernaro, F., Mazzia, F. Generalization of Backward Differentiation Formulas for Parallel Computers. Numerical Algorithms 31, 139–155 (2002). https://doi.org/10.1023/A:1021145932005

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1021145932005

Navigation