On the implementation of ESIRK methods for stiff IVPs (Q5934376): Difference between revisions

Singly implicit Runge-Kutta (SIRK) methods are generalized to effective order singly implicit Runge-Kutta (ESIRK) methods. These methods are shown to have some computational advantages over the SIRK methods and are designed for solving stiff initial values problems. The ESIRK methods can be implemented efficiently, as the authors show. The principal local truncation error is derived. Numerical experiments show that ESIRK methods are reasonable candidates for stiff problems.