SOME A-STABLE AND L-STABLE METHODS FOR THE NUMERICAL-INTEGRATION OF STIFF ORDINARY DIFFERENTIAL-EQUATIONS

被引:23
作者
BUI, TD
机构
[1] Department of Computer Science, Sir George Williams Campus, Concordia University, Montreal, Quebec H3G 1M8
关键词
A-stability; L-stability; maximally damped solutions; oscillatory solutions; Rosenbrock type; semi-impltcit Runge-Kutta methods; stiff ordinary differential equations;
D O I
10.1145/322139.322147
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Some A-stable and L-stable Rosenbrock type (semi-implicit Runge-Kutta) methods accurate to the fourth local order with only one computation of a Jacobian matrix per step of mtegratJon are constructed for the solution of the Cauchy problem for systems of stiff ordinary differential equations Numerical experiments show high efficiency of the proposed methods for excessively stiff systems. © 1979, ACM. All rights reserved.
引用
收藏
页码:483 / 493
页数:11
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