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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 12, Pages 2194–2208
(Mi zvmmf9586)
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This article is cited in 3 scientific papers (total in 3 papers)
Approximation of the Jacobian matrix in $(m,2)$-methods for solving stiff problems
E. A. Novikov Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Akademgorodok, Krasnoyarsk, 660036 Russia
Abstract:
An initial value problem for stiff systems of first-order ordinary differential equations is considered. In the class of $(m,k)$-methods, two integration algorithms with a variable step size based on second $(m=k=2)$ and third $(k=2,m=3)$ order-accurate schemes are constructed in which both analytical and numerical Jacobian matrices can be frozen. A theorem on the maximum order of accuracy of $(m,2)$-methods with a certain approximation of the Jacobian matrix is proved. Numerical results are presented.
Key words:
stiff problems for ordinary differential systems, $(m,k)$-methods, $L$-stability, accuracy control, freezing of Jacobian matrix.
Received: 19.01.2011 Revised: 18.03.2011
Citation:
E. A. Novikov, “Approximation of the Jacobian matrix in $(m,2)$-methods for solving stiff problems”, Zh. Vychisl. Mat. Mat. Fiz., 51:12 (2011), 2194–2208; Comput. Math. Math. Phys., 51:12 (2011), 2065–2078
Linking options:
https://www.mathnet.ru/eng/zvmmf9586 https://www.mathnet.ru/eng/zvmmf/v51/i12/p2194
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