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Explicit Time-Stepping for Stiff ODEs
- Source :
- SIAM Journal on Scientific Computing 25(4), pp. 1142--1157 (2003)
- Publication Year :
- 2012
-
Abstract
- We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much larger than what is indicated by classical stability analysis. For many stiff problems the cost of the stabilizing small time steps is small, so the improvement is large. We illustrate the technique on a number of well-known stiff test problems.
- Subjects :
- Mathematics - Numerical Analysis
65L05, 65L07, 65L20, 65L50, 65L60, 65L70, 65M12
Subjects
Details
- Database :
- arXiv
- Journal :
- SIAM Journal on Scientific Computing 25(4), pp. 1142--1157 (2003)
- Publication Type :
- Report
- Accession number :
- edsarx.1205.2751
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1137/S1064827502409626