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Composite Methods for Numerical Solution of Stiff Systems of ODE’s

Authors :
Arieh Iserles
Source :
SIAM Journal on Numerical Analysis. 21:340-351
Publication Year :
1984
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 1984.

Abstract

This paper is concerned with methods which consist of sequential application of several different schemes for stiff ordinary differential systems, with a predetermined ratio of step-lengths. We show that, under some conditions, such composite methods have higher order and better stability than the constituent schemes.Compositions of Obrechkoff methods and of implicit Runge–Kutta processes are investigated.

Details

ISSN :
10957170 and 00361429
Volume :
21
Database :
OpenAIRE
Journal :
SIAM Journal on Numerical Analysis
Accession number :
edsair.doi...........eadaf74f3e97415e935c0d11a4bc6374