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Numerical Approach for Solving Stiff Differential Equations: A Comparative Study

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Numerical Approach for Solving Stiff Differential Equations: A Comparative Study

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Abstract

In this paper our attention is directed towards the discussion of phenomenon of stiffness and towards general purpose procedures for the solution of stiff differential equations. Our aim is to identify the problem area and the characteristics of the stiff differential equations for which the equations are distinguishable. Most realistic stiff systems do not have analytical solutions so that a numerical procedure must be used. Computer implementation of such algorithms is widely available e.g. DIFSUB, GEAR, EPISODE etc. The most popular methods for the solution of stiff initial value problems for ordinary differential equations are the backward differentiation formulae (BDFs). In this study we focus on a particularly efficient algorithm which is named as EPISODE, based on variable coefficient backward differentiation formula. Through this study we find that though the method is very efficient it has certain problem area for a new user. All those problem area have been detected and recommended for further modification.

References

7 Cites in Article
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  2. 2. L Shampine,C Gear (1979). A user's View of Solving Stiff Ordinary Differential Equations. SIAM Review, 21(1), 1-17.
  3. 3. George Byrne,A Hindmarsh (1986). Stiff ODE Solvers: A review of current and coming attractions. Journal of Computational Physics, 70(1), 1-62.
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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Sharaban Thohura, Azad Rahman. 2013. "Numerical Approach for Solving Stiff Differential Equations: A Comparative Study". Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 13 (GJSFR Volume 13 Issue 26 (F6)).

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Journal Specifications

Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

Keywords
Classification
GJSFR-F Classification MSC 2010: 12H20
Version of record

v1.2

Issue date
June 5, 2013

Language
English
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Numerical Approach for Solving Stiff Differential Equations: A Comparative Study

Sharaban Thohura
Sharaban Thohura Jagannath University
Azad Rahman
Azad Rahman <p>Jagannath University</p>