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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 7, Pages 1251–1265
(Mi zvmmf9477)
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This article is cited in 10 scientific papers (total in 10 papers)
A class of one-step one-stage methods for stiff systems of ordinary differential equations
M. V. Bulatova, A. V. Tygliyanb, S. S. Filippovb a Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033 Russia
b Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Miusskaya pl. 4, Moscow, 125047 Russia
Abstract:
A new class of one-step one-stage methods ($ABC$-schemes) designed for the numerical solution of stiff initial value problems for ordinary differential equations is proposed and studied. The Jacobian matrix of the underlying differential equation is used in $ABC$-schemes. They do not require iteration: a system of linear algebraic equations is once solved at each integration step. $ABC$-schemes are $A$- and $L$-stable methods of the second order, but there are $ABC$-schemes that have the fourth order for linear differential equations. Some aspects of the implementation of $ABC$-schemes are discussed. Numerical results are presented, and the schemes are compared with other numerical methods.
Key words:
linearly implicit methods for the numerical solution of ordinary differential equations, $ABC$-schemes, modified $ABC$-schemes, numerical experiments.
Received: 24.09.2010
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 7, Pages 1167–1180 DOI: https://doi.org/10.1134/S0965542511070050
Citation:
M. V. Bulatov, A. V. Tygliyan, S. S. Filippov, “A class of one-step one-stage methods for stiff systems of ordinary differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 51:7 (2011), 1251–1265; Comput. Math. Math. Phys., 51:7 (2011), 1167–1180
Linking options:
https://www.mathnet.ru/eng/zvmmf9477 https://www.mathnet.ru/eng/zvmmf/v51/i7/p1251
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