A class of accelerators for BDF methods (Q1294071)
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scientific article; zbMATH DE number 1310854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of accelerators for BDF methods |
scientific article; zbMATH DE number 1310854 |
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A class of accelerators for BDF methods (English)
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29 June 1999
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It is shown how the order of the \(k\)-step backward differentiation formula (BDF) method of order \(k\) can be accelerated by one by adding a correction term containing the value of the Jacobian at the update point. This does not require extra function evaluations or LU-factorizations and preserves the stability properties of the original method. An example accelerating the order of the implicit Euler method to two and provision of a local error estimate is given. Some brief numerical tests suggest that this approach is a promising one.
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BDF methods
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order acceleration
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convergence acceleration
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numerical examples
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backward differentiation formula method
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stability
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implicit Euler method
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error estimate
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0.83162326
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0.82619005
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0.82574546
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0.82165676
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