Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations

Block Backward Differentiation Formulae (BBDF) methods of variable order is derived to solve first order stiff ordinary differential equations (ODEs). These methods computed two approximate solutions yn+1 and yn+2 at the points xn+1 and xn+2 of the initial value problems (lVPs) concurrently in a...

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Main Author: Mohd Nasir, Nor Ain Azeany
Format: Thesis
Language:English
Published: 2011
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Online Access:http://psasir.upm.edu.my/id/eprint/84987/1/FS%202011%2066%20ir.pdf
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spelling my-upm-ir.849872021-12-31T02:57:37Z Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations 2011-11 Mohd Nasir, Nor Ain Azeany Block Backward Differentiation Formulae (BBDF) methods of variable order is derived to solve first order stiff ordinary differential equations (ODEs). These methods computed two approximate solutions yn+1 and yn+2 at the points xn+1 and xn+2 of the initial value problems (lVPs) concurrently in a block at each step. The numerical results are given to validate the method and the performancers are being compared with the classical Backward Differentiation Formulae (BBDF) methods Furthermore, the stability properties and the stability regions for the BBDF methods are investigated to ensure the methods are useful for solving stiff ODEs. This BBDF is extended to variable order method in order to improve the efficiency of the method. A single code is developed with fixed stepsize and implemented using Microsoft Visual C++ 2008 Express Edition and compared with ode 15s and ode 23s which is run in MATLAB 7.1. A parallel scheme of the BBDF is derived in order to solve large problems in ODEs using the Message Passing Interface (MPI) library run by the High Performance Computer (HPC). The efficiency of the method is justified by the numerical results given. The results generated showed that these methods produced less computional time and achieved the desired accuracy. Differential equations - Numerical solutions Numerical analysis 2011-11 Thesis http://psasir.upm.edu.my/id/eprint/84987/ http://psasir.upm.edu.my/id/eprint/84987/1/FS%202011%2066%20ir.pdf text en public masters Universiti Putra Malaysia Differential equations - Numerical solutions Numerical analysis Ibrahim, Zarina Bibi
institution Universiti Putra Malaysia
collection PSAS Institutional Repository
language English
advisor Ibrahim, Zarina Bibi
topic Differential equations - Numerical solutions
Numerical analysis

spellingShingle Differential equations - Numerical solutions
Numerical analysis

Mohd Nasir, Nor Ain Azeany
Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
description Block Backward Differentiation Formulae (BBDF) methods of variable order is derived to solve first order stiff ordinary differential equations (ODEs). These methods computed two approximate solutions yn+1 and yn+2 at the points xn+1 and xn+2 of the initial value problems (lVPs) concurrently in a block at each step. The numerical results are given to validate the method and the performancers are being compared with the classical Backward Differentiation Formulae (BBDF) methods Furthermore, the stability properties and the stability regions for the BBDF methods are investigated to ensure the methods are useful for solving stiff ODEs. This BBDF is extended to variable order method in order to improve the efficiency of the method. A single code is developed with fixed stepsize and implemented using Microsoft Visual C++ 2008 Express Edition and compared with ode 15s and ode 23s which is run in MATLAB 7.1. A parallel scheme of the BBDF is derived in order to solve large problems in ODEs using the Message Passing Interface (MPI) library run by the High Performance Computer (HPC). The efficiency of the method is justified by the numerical results given. The results generated showed that these methods produced less computional time and achieved the desired accuracy.
format Thesis
qualification_level Master's degree
author Mohd Nasir, Nor Ain Azeany
author_facet Mohd Nasir, Nor Ain Azeany
author_sort Mohd Nasir, Nor Ain Azeany
title Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
title_short Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
title_full Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
title_fullStr Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
title_full_unstemmed Multiblock Backward Differentiation Formulae for solving first order ordinary differential equations
title_sort multiblock backward differentiation formulae for solving first order ordinary differential equations
granting_institution Universiti Putra Malaysia
publishDate 2011
url http://psasir.upm.edu.my/id/eprint/84987/1/FS%202011%2066%20ir.pdf
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