Abstract:
New family of linearly implicit schemes are presented. This family allows to obtain methods which are equivalent to stiffly accurate implicit Runge–Kutta schemes (such as RadauIIA and LobattoIIIC) on non-autonomous linear problems. Notion of $LN$–equivalence of schemes is introduced. Order conditions and stability conditions of such methods are obtained with the use of media for computer symbolic calculations. Some examples of new schemes have been constructed. Numerical studying of new method have been done with the use of classical tests for stiff problems.
Keywords:
stiff systems of ordinary differential equations, stiffly accurate Runge–Kutta methods and Rosenbrock schemes, stability and $L$–equivalence.
Received: 10.04.2012 Revised: 18.07.2012
Document Type:
Article
UDC:519.622
Language: Russian
Citation:
A. M. Zubanov, N. N. Kutruhin, P. D. Shirkov, “Constructing of linearly implicit schemes which are $LN$-equivalent to implicit Runge–Kutta methods”, Computer Research and Modeling, 4:3 (2012), 483–496