SomeL-stable methods for stiff differential equations
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis in International Journal of Computer Mathematics
- Vol. 9 (1) , 81-87
- https://doi.org/10.1080/00207168108803229
Abstract
A recent paper by Steihaug and Wolfbrandt [6] gives a second-order method for stiff differential equations, which includes an error estimate. We show how, in most practical circumstances, the error estimate can be obtained more simply, and derive two third-order methods along similar lines. All the methods described are single-step and linearly implicit, and they are designed to avoid frequent evaluations of the Jacobian and inversion of the associated matrix.Keywords
This publication has 6 references indexed in Scilit:
- An attempt to avoid exact Jacobian and nonlinear equations in the numerical solution of stiff differential equationsMathematics of Computation, 1979
- Some new methods for stiff differential equationsInternational Journal of Computer Mathematics, 1979
- Comparing numerical methods for stiff systems of O.D.E:sBIT Numerical Mathematics, 1975
- Efficient Integration Methods for Stiff Systems of Ordinary Differential EquationsSIAM Journal on Numerical Analysis, 1970
- Implicit integration processes with error estimate for the numerical solution of differential equationsThe Computer Journal, 1969
- Some general implicit processes for the numerical solution of differential equationsThe Computer Journal, 1963