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Numerical methods and programming, 2013, Volume 14, Issue 2, Pages 254–261
(Mi vmp111)
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Вычислительные методы и приложения
An integration algorithm using the methods of Rosenbrock and Ceschino
E. A. Novikov Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences, Krasnoyarsk
Abstract:
An inequality for the stability control of Ceschino's scheme of second order of accuracy is constructed. Based on the stages of this method, a numerical formula of order one is developed whose stability interval is extended to 32. On the basis of the $L$-stable Rosenbrock scheme and the numerical Ceschino's formula, an algorithm of alternating structure in which an efficient numerical formula is chosen at every step according to a stability criterion is proposed. The algorithm is intended for solving stiff and nonstiff problems. Numerical results confirm the efficiency of this algorithm.
Keywords:
stiff problems; Ceschino's scheme; Rosenbrock's method; accuracy and stability control.
Received: 14.04.2013
Citation:
E. A. Novikov, “An integration algorithm using the methods of Rosenbrock and Ceschino”, Num. Meth. Prog., 14:2 (2013), 254–261
Linking options:
https://www.mathnet.ru/eng/vmp111 https://www.mathnet.ru/eng/vmp/v14/i2/p254
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Abstract page: | 150 | Full-text PDF : | 99 | References: | 1 |
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