Implementation of Diagonally Implicit Multistage Integration Methods for Ordinary Differential Equations
- 1 December 1997
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 34 (6) , 2119-2141
- https://doi.org/10.1137/s0036142995282509
Abstract
We investigate the implementation of diagonally implicit multistage integration methods (DIMSIMs). The implementation issues addressed are the local error estimation, changing stepsize using the Nordsieck technique, and the construction of continuous interpolants. Numerical experiments with a method of order three indicate that the error estimates that have been constructed are very reliable in both a fixed and a variable stepsize environment.Keywords
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