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Num. Meth. Prog., 2013, Volume 14, Issue 2, Pages 254–261 (Mi vmp111)  

Вычислительные методы и приложения

An integration algorithm using the methods of Rosenbrock and Ceschino

E. A. Novikov

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences, Krasnoyarsk

Abstract: An inequality for the stability control of Ceschino's scheme of second order of accuracy is constructed. Based on the stages of this method, a numerical formula of order one is developed whose stability interval is extended to 32. On the basis of the $L$-stable Rosenbrock scheme and the numerical Ceschino's formula, an algorithm of alternating structure in which an efficient numerical formula is chosen at every step according to a stability criterion is proposed. The algorithm is intended for solving stiff and nonstiff problems. Numerical results confirm the efficiency of this algorithm.

Keywords: stiff problems; Ceschino's scheme; Rosenbrock's method; accuracy and stability control.

Full text: PDF file (177 kB)
UDC: 519.622
Received: 14.04.2013

Citation: E. A. Novikov, “An integration algorithm using the methods of Rosenbrock and Ceschino”, Num. Meth. Prog., 14:2 (2013), 254–261

Citation in format AMSBIB
\Bibitem{Nov13}
\by E.~A.~Novikov
\paper An integration algorithm using the methods of Rosenbrock and Ceschino
\jour Num. Meth. Prog.
\yr 2013
\vol 14
\issue 2
\pages 254--261
\mathnet{http://mi.mathnet.ru/vmp111}


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