Explicit stabilized implementation of singly diagonally implicit Runge-Kutta methods
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Stability and convergence of numerical methods for ordinary differential equations (65L20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
Cites work
- A First Course in the Numerical Analysis of Differential Equations
- Efficient implementation of Radau collocation methods
- Embedded Diagonally Implicit Runge-Kutta Algorithms on Parallel Computers
- Explicit stabilised gradient descent for faster strongly convex optimisation
- Explicit stabilized Runge-Kutta methods
- Implicit-Explicit Methods for Time-Dependent Partial Differential Equations
- Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations
- IRKC: an IMEX solver for stiff diffusion-reaction PDEs
- Lectures on convex optimization
- Numerical Optimization
- Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations
- Partitioned Runge–Kutta–Chebyshev Methods for Diffusion-Advection-Reaction Problems
- PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise
- Second order Chebyshev methods based on orthogonal polynomials
- Solving ordinary differential equations by generalized Adams methods: Properties and implementation techniques
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