Research and Advances

A stopping criterion for the Newton-Raphson method in implicit multistep integration algorithms for nonlinear systems of ordinary differential equations

Posted

In the numerical solution of ordinary differential equations, certain implicit linear multistep formulas, i.e. formulas of type ∑kj=0 &agr;jxn+j - h ∑kj=0 &bgr;jxn+j = 0, (1) with &bgr;k> ≠ 0, have long been favored because they exhibit strong (fixed-h) stability. Lately, it has been observed [1-3] that some special methods of this type are unconditionally fixed-h stable with respect to the step size. This property is of great importance for the efficient solution of stiff [4] systems of differential equations, i.e. systems with widely separated time constants. Such special methods make it possible to integrate stiff systems using a step size which is large relative to the rate of change of the fast-varying components of the solution.

View this article in the ACM Digital Library.

Join the Discussion (0)

Become a Member or Sign In to Post a Comment

The Latest from CACM

Shape the Future of Computing

ACM encourages its members to take a direct hand in shaping the future of the association. There are more ways than ever to get involved.

Get Involved

Communications of the ACM (CACM) is now a fully Open Access publication.

By opening CACM to the world, we hope to increase engagement among the broader computer science community and encourage non-members to discover the rich resources ACM has to offer.

Learn More