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Multistep methods are methods, which require starting values from several
previous steps.
BDF methods (implicit), together with Newton iteration used for stiff
problems
C. F
uhrer: FMN081-2005
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8.20: Adams Methods
C. F
uhrer: FMN081-2005
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8.21: Adams Methods (Cont.)
Thus Z tn+1
yn+1 = y(tn+1) = yn + f (, y( )) d
tn
Let un+1i, i = 1, . . . , k be previously computed values and kp the unique
polynomial which interpolates
f (tn+1i, un+1i), i = 1, . . . , k
C. F
uhrer: FMN081-2005
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8.22: Adams Methods (Cont.)
Integration gives:
3 1
un+1 = un + h f (tn, un) f (tn1, un1)
2 2
k
X
un+1 = un + h kif (tn+1i, un+1i)
i=1
Examples (AdamsMoulton):
1 1
k = 1 : un+1 = un + h 2 f (tn+1 , un+1 ) + 2 f (tn , un ) Trapezoidal rule
5 8 1
k = 2 : un+1 = un + h 12 f (tn+1 , un+1 ) + 12 f (tn , un ) 12 f (tn1 , un1 )
The general form is
k
X
un+1 = un + h kif (tn+1i, un+1i)
i=0
C. F
uhrer: FMN081-2005
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8.25: Starting a multistep method
and so on ...
C. F
uhrer: FMN081-2005
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8.26: Adams Method - Stability
-0.5
-2
-1
-1.5 -4
-2 -1 0 -6 -4 -2 0 2
20
5
BDF-3 BDF-6
10
BDF-5
C. F
uhrer: FMN081-2005 BDF-2
BDF-4
86o BDF-1
0 0 198
-10
8.27: BDF methods
BDF methods BDF=backward differentiation fomula are constructed directly from the
differential equation. We seek for a polynomial, which statisfies the ODE
in one point, tn+1 and interpolates k previous ones:
k+1(tn+1i) = un+1i, i = 0, . . . , k
k+1(tn+1) = f (tn+1, un+1).
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uhrer: FMN081-2005
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8.28: BDF methods (Cont.)
Working out these conditions and using again the Lagrange polynomial
approach gives formulas of the following type:
k
X
kiun+1i = hf (tn+1, un+1)
i=0
Examples:
18 9 2 6
k = 3 : un+1 = 11 un 11 un1 + 11 un2 + h 11 f (tn+1, un+1)
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uhrer: FMN081-2005
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1.5 4
AM-1 AM-0
1 AB-1 AB-2 AM-2
2
0.5 AM-3
AB-3
8.29: BDF0 - Stability 0
-0.5
-2
The region of-1 stability shrinks when k increases,
-1.5 -4but remains unbounded for k 6:
-2 -1 0 -6 -4 -2 0 2
20
5
BDF-3 BDF-6
10
BDF-5
BDF-2
BDF-4
86o BDF-1
0 0
-10
-5
-20
-2 0 2 4 6 8 -10 0 10 20 30
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uhrer: FMN081-2005
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