Backward differentiation formulae adapted to scalar linear equations

Authors
Vigo-Aguiar, J Andres-Perez, F
Citation
J. Vigo-aguiar et F. Andres-perez, Backward differentiation formulae adapted to scalar linear equations, APPL MATH L, 14(5), 2001, pp. 639-643
Citations number
6
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS LETTERS
ISSN journal
08939659 → ACNP
Volume
14
Issue
5
Year of publication
2001
Pages
639 - 643
Database
ISI
SICI code
0893-9659(200107)14:5<639:BDFATS>2.0.ZU;2-T
Abstract
This paper introduces an extension of the classical BDF formulae, which int egrate, without local truncation error, homogeneous linear ODEs with consta nt coefficients. In particular, they integrate exactly scaler linear equati ons whose characteristic roots have a large stiffness ratio. (C) 2001 Elsev ier Science Ltd. All rights reserved.