An explicit two-step method exact for the scalar test equation \(y'= \lambda y\) (Q1570170): Difference between revisions
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English | An explicit two-step method exact for the scalar test equation \(y'= \lambda y\) |
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An explicit two-step method exact for the scalar test equation \(y'= \lambda y\) (English)
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6 December 2000
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An explicit two-step method exact for the scalar test equation \(y'= \lambda y\), \(\text{Re}( \lambda) < 0\) is presented. It is an exponentially fitted, L-stable (thus, A-stable), and of order 2. With a new set of vector computations, the authors also extend directly the method to systems of ordinary differential equations. Numerical experiments demonstrate that this explicit two-step method is suitable for stiff systems.
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stiff system
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numerical examples
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two-step method
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L-stability
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A-stability
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exponential fitting
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test equation
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