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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 6, Pages 959–967
(Mi zvmmf4593)
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This article is cited in 17 scientific papers (total in 17 papers)
Explicit multistep method for the numerical solution of stiff differential equations
L. M. Skvortsov Bauman State Technical University, Vtoraya Baumanskaya ul. 5, Moscow, 107005, Russia
Abstract:
An explicit multistep method of variable order for integrating stiff systems with high accuracy and low computational costs is examined. To stabilize the computational scheme, componentwise estimates are used for the eigenvalues of the Jacobian matrix having the greatest moduli. These estimates are obtained at preliminary stages of the integration step. Examples are given to demonstrate that, for certain stiff problems, the method proposed is as efficient as the best implicit methods.
Key words:
stiff Cauchy problem for ODE, explicit multistep method, stabilization, adaptation.
Received: 30.05.2006
Citation:
L. M. Skvortsov, “Explicit multistep method for the numerical solution of stiff differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 47:6 (2007), 959–967; Comput. Math. Math. Phys., 47:6 (2007), 915–923
Linking options:
https://www.mathnet.ru/eng/zvmmf4593 https://www.mathnet.ru/eng/zvmmf/v47/i6/p959
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