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Many of MATLAB's ODE solvers for stiff systems (such as ode 15s) use numerical differentiation formula (NDF) methods, which are implicit schemes that generalize backward
Many of MATLAB's ODE solvers for stiff systems (such as ode 15s) use numerical differentiation formula (NDF) methods, which are implicit schemes that generalize backward differentiation formula (BDF) methods. First-order NDF methods have the form yn_+1 - y_n - K(y_n+1 - 2y_n + y_n-1) = hf(t_n+1,y_n+1), for a real parameter k. (When k = 0 this is the backward Euler or BDF1 method.) The boundary of the stability region of a linear multistep method consists of those points z for which the characteristic equation p(r) - 2 sigma (r) = 0 has a squareroot r(z) of magnitude 1. The squareroot-locus method obtains the boundary as a subset of z = rho(r)/sigma(r) as r = e^i theta ranges over all complex numbers of magnitude 1. For the first-order NDF methods show that Re(z) = 1 - (1 - 2k)cos(theta) - 2/ccos^2(theta). Use the result in (a) to show that the first-order NDF methods are A-stable for parameter values |k| lessthanorequalto 1/2. Many of MATLAB's ODE solvers for stiff systems (such as ode 15s) use numerical differentiation formula (NDF) methods, which are implicit schemes that generalize backward differentiation formula (BDF) methods. First-order NDF methods have the form yn_+1 - y_n - K(y_n+1 - 2y_n + y_n-1) = hf(t_n+1,y_n+1), for a real parameter k. (When k = 0 this is the backward Euler or BDF1 method.) The boundary of the stability region of a linear multistep method consists of those points z for which the characteristic equation p(r) - 2 sigma (r) = 0 has a squareroot r(z) of magnitude 1. The squareroot-locus method obtains the boundary as a subset of z = rho(r)/sigma(r) as r = e^i theta ranges over all complex numbers of magnitude 1. For the first-order NDF methods show that Re(z) = 1 - (1 - 2k)cos(theta) - 2/ccos^2(theta). Use the result in (a) to show that the first-order NDF methods are A-stable for parameter values |k| lessthanorequalto 1/2
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