A Numerical Algorithm For Solving Stiff Ordinary Differential Equations
A Numerical Algorithm For Solving Stiff Ordinary Differential Equations
Research Article
A Numerical Algorithm for Solving Stiff
Ordinary Differential Equations
Copyright © 2013 S. A. M. Yatim et al. This is an open access article distributed under the Creative Commons Attribution License,
which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
An advanced method using block backward differentiation formula (BBDF) is introduced with efficient strategy in choosing the step
size and order of the method. Variable step and variable order block backward differentiation formula (VSVO-BBDF) approach is
applied throughout the numerical computation. The stability regions of the VSVO-BBDF method are investigated and presented in
distinct graphs. The improved performances in terms of accuracy and computation time are presented in the numerical results with
different sets of test problems. Comparisons are made between the proposed method and MATLAB’s suite of ordinary differential
equations (ODEs) solvers, namely, ode15s and ode23s.
P3 (𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠)
P4
= 𝑦𝑛
(2 (𝑞 + 2𝑟)) 𝑟2
P5
Xn−3 Xn−2 Xn−1 Xn Xn+1 Xn+2 (𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (1 + 𝑠)
+ 𝑦𝑛−1
Figure 1: VSVO-BBDF method of order (𝑃3–𝑃5). − (𝑞 + 𝑟) 𝑟2 (6)
(𝑞 + 2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) (1 + 𝑠)
in Section 5. This is followed by the strategy in choosing the + 𝑦𝑛−2
(2𝑞𝑟2 )
step size and order of VSVO-BBDF in Section 6. Numerical
results are presented in Section 7. The appendix describes the (2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) (1 + 𝑠)
algorithm applied for VSVO-BBDF method. + 𝑦𝑛−3 .
−𝑞 (−𝑞 − 𝑟) (−𝑞 − 2𝑟)
Table 1: Coefficients for the first and second point of predictor formulae for VSVO-BBDF when 𝑟 = 1, and 𝑟 = 1, 𝑞 = 1.
Table 2: Coefficients for the first and second point of predictor formulae for VSVO-BBDF when 𝑟 = 2, and 𝑟 = 2, 𝑞 = 2.
For VSVO-BBDF of order 𝑃5 (𝑃 = 5) where 𝑦𝑛+𝑗 ≈ 𝑦(𝑥𝑛+𝑗 ) and 𝑓𝑛+𝑗 ≡ 𝑓(𝑥𝑛+𝑗 , 𝑦𝑛+𝑗 ), coefficients
𝑃 (𝑥) = 𝑃 (𝑥𝑛+1 + 𝑠ℎ) 𝛼𝑗 , 𝛽𝑗 are suitably chosen constants subject to conditions
𝛼𝑘 = 1, |𝛼0 | + |𝛽0 | ≠ 0, and 𝑘 is defined as the order of
= (((𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) (1 + 𝑠) 𝑠) the particular method employed. This method is said to be
explicit if 𝛽𝑘 = 0 and implicit otherwise.
−1
×(2 (𝑞 + 2𝑟 + 2) (2𝑟 + 2) (𝑟 + 2)) ) 𝑦𝑛+2 Substituting 𝑠 = 0 and 𝑠 = 1 gives the corrector for the
first and second points, respectively. Therefore by letting 𝑟 =
1, 𝑞 = 1, 𝑟 = 2, 𝑞 = 2 and 𝑟 = 1, 𝑞 = 10/19. This produced
+ (((𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠)
the following coefficients (Tables 4, 5, and 6), as
× (1 + 𝑠) (𝑠 − 1)) in Definition 1 for the first and second points of VSVO-
BBDF method.
−1
× (− (𝑞 + 2𝑟 + 1) (2𝑟 + 1) (𝑟 + 1)) ) 𝑦𝑛+1
3. Order Conditions for General VSVO-BBDF
(𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) 𝑠 (𝑠 − 1)
+ 𝑦𝑛 As similar to analysis for order of Linear Multistep Method
4 (𝑞 + 2𝑟) 𝑟2 (LMM) given in [15], we use the following to determine the
(𝑞 + 2𝑟 + 1 + 𝑠) (2𝑟 + 1 + 𝑠) (1 + 𝑠) 𝑠 (𝑠 − 1) order of VSVO-BBDF method.
+ 𝑦𝑛−1
−𝑟2 (𝑞 + 𝑟) (−𝑟 − 1) (−𝑟 − 2) Definition 2. The LMM [15] and the associated difference
operator 𝐿 defined by
(𝑞 + 2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) (1 + 𝑠) 𝑠 (𝑠 − 1)
+ 𝑦𝑛−2 𝑗
2𝑞𝑟2 (−2𝑟 − 1) (−2𝑟 − 2)
𝐿 [𝑧 (𝑥) ; ℎ] = ∑ [𝛼𝑘 𝑧 (𝑥 + 𝑘ℎ) − ℎ𝛽𝑘 𝑧 (𝑥 + 𝑘ℎ)] (10)
𝑘=0
+ (((2𝑟 + 1 + 𝑠) (𝑟 + 1 + 𝑠) (1 + 𝑠) 𝑠 (𝑠 − 1))
are said to be of order 𝑝 if 𝑐𝑜 = 𝑐1 = ⋅ ⋅ ⋅ = 𝑐𝑝 = 0, 𝐶𝑝+1 ≠ 0.
× (−𝑞 (−𝑞 − 𝑟) (−𝑞 − 2𝑟)
The general form for the constant 𝐶𝑞 is defined as
−1
× (−𝑞 − 2𝑟 − 1) (−𝑞 − 2𝑟 − 2)) ) 𝑦𝑛−3 . 𝑗
1
(9) 𝐶𝑞 = ∑ [𝑘𝑞 𝛼𝑘 − 𝑘𝑞−1 𝛽𝑘 ] , 𝑞 = 2, 3, . . . 𝑝 + 1.
𝑘=0
(𝑞 − 1)!
Linear Multistep Method (LMM) given in [15] is given in (11)
the definition below.
Consequently, BBDF method can be represented in standard
Definition 1. The linear 𝑘-step method can be represented in form by an equation ∑𝑘𝑗=0 𝐴 𝑗 𝑦𝑛+𝑗 = ℎ ∑𝑘𝑗=0 𝐵𝑗 𝑓𝑛+𝑗 , where 𝐴 𝑗
standard form by an equation ∑𝑘𝑗=0 𝛼𝑗 𝑦𝑛+𝑗 = ℎ ∑𝑘𝑗=0 𝛽𝑗 𝑓𝑛+𝑗 , and 𝐵𝑗 are 𝑟 by 𝑟 matrices with elements 𝑎𝑙,𝑚 and 𝑏𝑙,𝑚 for
4 Mathematical Problems in Engineering
Table 3: Coefficients for the first and second point of predictor formulae for VSVO-BBDF when 𝑟 = 10/19, and 𝑟 = 1, 𝑞 = 10/19.
Table 4: Coefficients for the first and second point of VSVO-BBDF when 𝑟 = 1, and 𝑟 = 1, 𝑞 = 1.
𝑙, 𝑚 = 1, 2, . . . , 𝑟. Since VSVO-BBDF for variable order (𝑃) The general form of VSVO-BBDF method is
is a block method, we extend the Definition 2 in the form of
𝑗 𝑦𝑛+1 = 𝛼1 ℎ𝑓𝑛+1 + 𝜃1 𝑦𝑛+2 + 𝜓1 ,
(15)
𝐿 [𝑧 (𝑥) ; ℎ] = ∑ [𝐴 𝑘 𝑧 (𝑥 + 𝑘ℎ) − ℎ𝐵𝑘 𝑧 (𝑥 + 𝑘ℎ)] . (12) 𝑦𝑛+2 = 𝛼1 ℎ𝑓𝑛+2 + 𝜃1 𝑦𝑛+1 + 𝜓2 ,
𝑘=0
with 𝜓1 and 𝜓2 are the back values. By setting,
And the general form for the constant 𝐶𝑞 is defined as
1 0 𝑦 𝛼1 0
𝑗
1 𝐼=[ ], 𝑦𝑛+1,𝑛+2 = [ 𝑛+1 ] , 𝐵=[ ],
𝐶𝑞 = ∑ [𝑘𝑞 𝐴 𝑘 − 𝑘𝑞−1 𝐵𝑘 ] , 𝑞 = 2, 3, . . . 𝑝 + 1. 0 1 𝑦𝑛+2 0 𝛼2
𝑘=0
(𝑞 − 1)!
𝑓𝑛+1 𝜓1
(13) 𝐹𝑛+1,𝑛+2 = [ ], 𝜉𝑛+1,𝑛+2 = [ ].
𝑓𝑛+2 𝜓2
𝐴 𝑘 is equal to the coefficients of 𝑦𝑘 , where 𝑘 = 𝑛 = (𝑃 − (16)
2), . . . , 𝑛 + 1, 𝑛 + 2 and 𝑃 = 3, 4, 5.
Equation (15) in matrix-vector form is equivalent to
4. Implementation of VSVO-BBDF Method
(𝐼 − 𝐴) 𝑦𝑛+1,𝑛+2 = ℎ𝐵𝐹𝑛+1,𝑛+2 + 𝜉𝑛+1,𝑛+2 . (17)
Throughout this section, we illustrate the effect of Newton-
type scheme which in a general form of Equation (17) is simplified as
−1
(𝑖+1) (𝑖) 𝜕𝐹 (𝑖) 𝑓̂𝑛+1,𝑛+2 = (𝐼 − 𝐴) 𝑦𝑛+1,𝑛+2 − ℎ𝐵𝐹𝑛+1,𝑛+2 − 𝜉𝑛+1,𝑛+2 = 0. (18)
𝑦𝑛+1,𝑛+2 − 𝑦𝑛+1,𝑛+2 = −[(𝐼 − 𝐴) − ℎ𝐵 (𝑦𝑛+1,𝑛+2 )]
𝜕𝑦
(𝑖) (𝑖)
Newton iteration is performed to the system 𝑓̂𝑛+1,𝑛+2 = 0;
×[(𝐼 − 𝐴) 𝑦𝑛+1,𝑛+2 −ℎ𝐵𝐹 (𝑦𝑛+1,𝑛+2 )−𝜉] . by taking the analogous form of (14) where 𝐽𝑛+1,𝑛+2 =
(14) (𝑖)
(𝜕𝐹/𝜕𝑌)(𝑌𝑛+1,𝑛+2 ) is the Jacobian matrix of 𝐹 with respect
Mathematical Problems in Engineering 5
Table 5: Coefficients for the first and second point of VSVO-BBDF when 𝑟 = 2, and 𝑟 = 2, 𝑞 = 2.
Table 6: Coefficients for the first and second point of VSVO-BBDF when 𝑟 = 10/19, and 𝑟 = 1, 𝑞 = 10/19.
(𝑖+1)
to 𝑌. Equation (14) is separated to three different matrices Step 2. Calculate the corrected value for 𝑦𝑛+1,𝑛+2 with the
denoted as (𝑖+1)
value 𝑒𝑛+1,𝑛+2 from (1).
(𝑖+1) (𝑖+1) (𝑖)
𝐸1,2 = 𝑦𝑛+1,𝑛+2 − 𝑦𝑛+1,𝑛+2 , (𝑖+1) ̂−1 𝐵̂ for the second iteration.
Step 3. Solve 𝑒𝑛+1,𝑛+2 =𝐴
̂ = (𝐼 − 𝐴) − ℎ𝐵 𝜕𝐹 (𝑦(𝑖)
𝐴 ), (19) (𝑖+1)
𝜕𝑌 𝑛+1,𝑛+2 Step 4. Let 𝑦𝑛+1,𝑛+2 be equal to the second iteration of
(𝑖+1)
𝑒𝑛+1,𝑛+2 =𝐴 ̂
̂−1 𝐵.
𝐵̂ = (𝐼 − 𝐴) 𝑦𝑛+1,𝑛+2
(𝑖) (𝑖)
− ℎ𝐵𝐹 (𝑦𝑛+1,𝑛+2 ) − 𝜉𝑛+1,𝑛+2 . The error is defined as
Two-stage Newton iteration works to find the approxi- error = 𝑦approximate − 𝑦actual , (21)
mating solution to (1) with two simplified strategies based on
evaluating the Jacobian (𝐽𝑛+1,𝑛+2 ) and LU factorization of 𝐴̂ and the maximum error is defined as
[16]. Two-stage Newton iteration is carried out as follows.
MAXE = ( max (max (error))) , (22)
1<𝑖<TS 1<𝑖<𝑛
(𝑖+1)
Step 1. Compute the values for 𝑒𝑛+1,𝑛+2 =𝐴 ̂ where
̂−1 𝐵,
where TS is the total steps and 𝑛 is the number of equations.
𝜕𝐹𝑛+1 Consequently, the rest of the method is carried out as the
[1 − 𝛼1 ℎ 𝜕𝑦 𝜃1 ] appendix.
̂= [
𝐴 ]
𝜕𝐹𝑛+2 ] ,
𝑛+1
[
𝜃2 1 − 𝛼2 ℎ
[ 𝜕𝑦𝑛+2 ] (20) 5. Stability Conditions for
(𝑖) (𝑖) (𝑖) VSVO-BBDF Method
𝑦𝑛+1 + 𝛼1 ℎ𝐹𝑛+1 + 𝜉1 𝜃1 𝑦𝑛+2
𝐵̂ = [ ].
To begin this section, we provide some definitions for the
(𝑖) (𝑖) (𝑖)
[ 𝜃2 𝑦𝑛+1 𝑦𝑛+2 + 𝛼2 ℎ𝐹𝑛+2 + 𝜉2 ] stability conditions of VSVO-BBDF method as in (15).
6 Mathematical Problems in Engineering
Definition 3. A method is said to be zero stable if the roots of Meanwhile changing the order of the method is designed for
the polynomial 𝜌(𝑧) = 𝜋(𝑧, 0) satisfy the condition 𝑧1 = 1 ≤ finding the best approximation. The essential components of
|𝑧2 |, 𝑧2 ≠ 1. VSVO-BBDF algorithm are the local truncation error (LTE),
strategies for deciding when to change step size and order,
Definition 4. A method is said to be absolutely stable in a and techniques for changing the step size and order. Strategies
region 𝑅 for a given ℎ𝜆 if for that ℎ𝜆 all the roots 𝑟𝑠 of the proposed in [17] are applied in this study for choosing the
stability polynomial 𝜋(𝑟, ℎ𝜆) = 𝜌(𝑟) − ℎ𝜆𝜎(𝑟) = 0 satisfy step size and order. The strategy is to estimate the maximum
|𝑟𝑠 | < 1, 𝑠 = 1, 2, . . . , 𝑘. step size for the following step. Methods of order 𝑃 − 1, 𝑃,
and 𝑃 + 1 are selected depending on the occurrence of
Definition 5. A method is said to be stiffly stable if R1 and R2 every successful step. Consequently, the new step size ℎnew is
are contained in the absolute stability region, and it is accurate obtained from which order produces the maximum step size.
for all ℎ ∈ R2 when applied to the scalar test equation 𝑦 = The user initially will have to provide an error tolerance
𝜆𝑦; 𝜆 is a complex constant with 𝑅𝜆 < 0, where R1 = {ℎ𝜆 | limit, TOL, on any given step and obtain the LTE for each
𝑅ℎ𝜆 < −𝑡}, R2 = {ℎ𝜆 | −𝑡 ≤ 𝑅ℎ𝜆 ≤ 𝑢, −𝑣 ≤ ∐ ℎ𝜆 < 𝑣}, and iteration. The LTE is obtained from
𝑡, 𝑢, and 𝑣 are positive constants.
(𝑃+1) (𝑃)
LTE𝑘 = 𝑦𝑛+2 − 𝑦𝑛+2 , 𝑃 = 3, 4, 5, (23)
The stability polynomial, 𝑅(𝑡, ̂ℎ) associated with the
method of (15), is given by det(𝐴𝑡2 −𝐵𝑡−𝐶), while the absolute (𝑃+1)
where 𝑦𝑛+2 (𝑃)
is the (𝑃 + 1)th order method and 𝑦𝑛+2 is the 𝑘th
stability region of this method in the ℎ𝜆 plane is determined order method. By finding the LTEs, the maximum step size is
by solving det(𝐴𝑡2 − 𝐵𝑡 − 𝐶 = 0). Consequently, to determine defined as
zero stable, we substitute ̂ℎ = ℎ𝜆 = 0 to 𝑅(𝑡, ̂ℎ) for each order
of VSVO-BBDF method. TOL 1/𝑃
Hence, the roots for the three different step size and order ℎ𝑃−1 = ℎold × ( ) ,
LTE𝑃−1
(𝑃) selections obtained by using Maple are listed in Table 7.
The stability region was given by the set of points deter- TOL 1/(𝑃+1)
mined by the boundary 𝑡 = 𝑒𝑖𝜃 , 0 ≤ 𝜃 ≤ 2𝜋. We obtained the ℎ𝑃 = ℎold × ( ) , (24)
LTE𝑃
stability region by finding the region for which |𝑡| < 1. Since
all of the roots in Table 7 have modulus less than or equal to TOL 1/(𝑃+2)
1, the method (15) is said to be zero stable. Figure 2 shows the ℎ𝑃+1 = ℎold × ( ) ,
LTE𝑃+1
stability for orders 𝑃3, 𝑃4, and 𝑃5 of VSVO-BBDF method,
respectively. The stability regions lie outside the closed region where ℎold is the step size from previous block and ℎmax is
for each case. obtained from the maximum step size given in the above
Based on Figure 2, VSVO-BBDF method possesses the equations.
region absolute stability, which contains almost the whole of There are 3 cases of the possibilities in choosing the step
the half-plane Re(ℎ𝜆) < 0. size.
6. Choosing Order and Step Size Case 1. From order 3 to order 4 and from order 4 to order 3,
the step size is allowed to increase, decrease, or be maintained,
To increase the efficiency in BBDF algorithm, VSVO-BBDF that is, (𝑟 = 1), (𝑟 = 2) or (𝑟 = 10/19).
algorithm is designed to have the capacity to vary not only
the step size, but also the order of the method employed. Case 2. From order 3 to order 5 and from order 4 to order 5,
The importance of choosing the step size is to achieve the step size is allowed to decrease, or be maintained, that is,
reduction in computation time and number of iterations. (𝑟 = 1) (𝑞 = 1), (𝑟 = 2) (𝑞 = 2), or (𝑟 = 1) (𝑞 = 10/19).
Mathematical Problems in Engineering 7
3
8
r = 10/19
2 6
r=1 r = 10/9
4
1
2 r=1
r=2
r=2
Im
0 0
Im
−2
−1
−4
−2 −6
−8
−3
0 1 2 3 4 −2 0 2 4 6 8 10 12
Re Re
(a) (b)
8
4 r = 2, q = 2
r = 1 q = 10/19
2
r = 1, q = 1
0
Im
−2
−4
−6
−8
0 2 4 6 8 10 12
Re
(c)
Figure 2: Stability regions for order (a) 𝑃3, (b) 𝑃4, and (c) 𝑃5.
Case 3. From order 5 to order 3 and from order 5 to order 4, 7. Numerical Results
the step size is allowed to decrease, or be maintained, that is,
(𝑟 = 1) (𝑟 = 2) or (𝑟 = 10/19). We carry out numerical experiments arising from problems
in physics to compare the performance of VSVO-BBDF
The successful step is dependent on the condition LTE < method with stiff ODE solvers in MATLAB version 7 in
TOL. If this condition fails, the values of 𝑦𝑛+1 , 𝑦𝑛+2 are Windows XP or later. The syntax for using ode15s and ode23s
rejected, and the current step is reiterated with step size is similar for every test problem. For example,
selection (𝑞 = 2). On the contrary, the step size increment [𝑋, 𝑌] = ode15s (“odefun”, int, init, options) , (25)
for each successful step is defined as
where odefun is a function stored that evaluates the right
side of the differential equations, int is a vector of the
ℎnew = 𝑐 × ℎmax and if integration interval, [𝑥𝑜 , 𝑥end ], init is a column vector of
initial conditions, [𝑦0 ], and options is an adjustable format
ℎnew > 1.9 × ℎold then ℎnew = 1.9 × ℎold , of optional parameters to change the default integration
properties.
We created the above option structure to vary the relative
where 𝑐 is the safety factor, 𝑝 is the order of the method while tolerance (RelTol) and absolute tolerance (AbsTol) according
ℎold and ℎnew is the step size from previous and current block, to specific error tolerance. These test problems are performed
respectively. In this paper, 𝑐 is set to be 0.8 so as to make sure under different conditions of error tolerances—(a) 10−2 , (b)
the rejected step is being reduced. 10−4 , and (c) 10−6 .
8 Mathematical Problems in Engineering
The test problems and solutions are listed below. This paper considers the comparison of four different fac-
tors, namely, number of steps taken, average error, maximum
Problem 1. Consider, error, and computation time. From Table 8, among the three
𝑦 = −100 (𝑦 − 𝑥) + 1, 𝑦 (0) = 1, 0 ≤ 𝑥 ≤ 10, (26) methods tested, our method, VSVO-BBDF method, requires
the shortest execution time, smallest maximum error, and
with solution average error for each given tolerance level. From Figure 3,
𝑦 (𝑥) = 𝑒−100𝑥 + 𝑥. (27) we can see more clearly that VSVO-BBDF gives the lowest
maximum error for every tolerance level.
Problem 2. Consider, Again by comparing the four factors mentioned earlier,
𝑦1 = −1002𝑦1 + 1000𝑦2 2 , 𝑦1 (0) = 1, 0 ≤ 𝑥 ≤ 10, we can see VSVO-BBDF in Table 9 gives the minimum
(28) maximum error for every tolerance level except for TOL 10𝑒−
𝑦2 = 𝑦1 − 𝑦2 (1 + 𝑦2 ) , 𝑦2 (0) = 1, 4. However, our method prevails in terms of average error
for each given tolerance level. VSVO-BBDF once again
with solution
requires the shortest execution time for each given tolerance
𝑦1 = 𝑒−2𝑥 , level. Figure 4 illustrates the efficiency of VSVO-BBDF as
(29) compared to ode15s and ode23s.
𝑦2 = 𝑒−𝑥 . From Table 10, VSVO-BBDF method gives the shortest
See Kaps [18]. execution time for every given tolerance level. While in
terms of average error and maximum error, VSVO-BBDF
Problem 3. Consider, method once again gives the best result as compared to ode15s
and ode23s. Figure 5 clarifies the efficiency of the proposed
𝑦1 = −2𝑦1 + 𝑦2 + 2 sin (𝑥) , 𝑦1 (0) = 2, 0 ≤ 𝑥 ≤ 10,
method based on its total steps and tolerance level.
𝑦2 = 998𝑦1 − 999𝑦2 + 999 (cos (𝑥) − sin (𝑥)) , 𝑦2 (0) = 3,
(30) 8. Conclusion
with solution
The objective is met when VSVO-BBDF method outper-
𝑦1 (𝑥) = 2𝑒−𝑥 + sin (𝑥) , formed ode15s and ode23s in terms of average error as well
(31) as maximum error. In most of the cases, VSVO-BBDF has
𝑦2 (𝑥) = 2𝑒−𝑥 + cos (𝑥) .
successfully managed to reduce the number of total steps
See Lambert [15]. taken. As for the computation time wise, it gave lesser values
Mathematical Problems in Engineering 9
−2 −2
−3 −3
−4 −4
log |max error|
log |max error|
−5 −5
−6 −6
−7 −7
−8 −8
0 20 40 60 80 100 120 140 160 180 10e−2 10e−4 10e−6
TOL
VSVO-BBDF VSVO-BBDF
ode15s ode15s
ode23s ode23s
(a) (b)
for all cases. Therefore, we can conclude that VSVO-BBDF The algorithm for VSVO-BBDF code is given as follows.
can serve as an alternative solver for solving stiff ordinary
differential equations which arise in engineering and applied Step 1. Let order = 3.
sciences.
Step 2. Calculate initial step size (ℎ) and 𝜀.
Appendix Step 3. Calculate initial array 𝑦1 , . . . 𝑦𝑖 , 𝑖 = order − 1.
The following notation is used in the algorithm of VSVO-
BBDF: Step 4. Calculate the predictor values for 𝑦𝑖+1 , 𝑦𝑖+2 , 𝑖 =
ℎ: step size, order − 1.
𝜀: tolerance, Step 5. Calculate 𝐹𝑖 for 𝑖 = 1, . . . , order + 1.
TS: total steps,
Step 6. Calculate the corrector values for 𝑦𝑖+1 , 𝑦𝑖+2 , 𝑖 =
Order: order of the method,
order − 1.
JCBN: jacobian,
E: increment. Step 7. Calculate 𝐹𝑖 for 𝑖 = 1, . . . , order + 1.
10 Mathematical Problems in Engineering
−2 −2
−3 −3
−4 −4
−5 −5
−6 −6
−7 −7
−8 −8
0 100 200 300 400 500 600 700 800 10e−2 10e−4 10e−6
Total steps TOL
VSVO-BBDF VSVO-BBDF
ode15s ode15s
ode23s ode23s
(a) (b)
−2 −2
−3 −3
−4 −4
log |max error|
log |max error|
−5 −5
−6 −6
−7 −7
−8 −8
0 500 1000 1500 2000 2500 3000 10e−2 10e−4 10e−6
Total steps TOL
VSVO-BBDF VSVO-BBDF
ode15s ode15s
ode23s ode23s
(a) (b)
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