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Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations

Authors :
Werner Liniger
Ralph A. Willoughby
Source :
SIAM Journal on Numerical Analysis. 7:47-66
Publication Year :
1970
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 1970.

Abstract

Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary differential equations. These methods permit fast integration with increments h of the independent variable adjusted to the slowly varying, dominant solutions. The integration formulas owe their efficiency to combining a reasonable order of accuracy for $h \to 0$ with a precise simulation of specific rapidly varying solutions, and with A-stability in the sense of Dahlquist.

Details

ISSN :
10957170 and 00361429
Volume :
7
Database :
OpenAIRE
Journal :
SIAM Journal on Numerical Analysis
Accession number :
edsair.doi...........66c6869db6614270b50bfe4f20244486