Higher order and optimal schemes for stiff initial-value problems
Adams-Milne formulaecomparison of methodserror estimateexponential difference schemesnumerical experimentsstiff initial value problemsstiff systems
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)
A class of difference schemes of exponential type for solving stiff systems of initial-value problems with a perturbation parameter is described and analyzed from the point of view of method order. It is proved that the schemes are formally fourth-order accurate and when the perturbation parameter is of the same order as the integration step-size they reduce to second order of accuracy. Numerical experiments show that the proposed schemes provide a more accurate solution than the classical Adams-Milne formulae.
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- Optimal uniform finite difference schemes of order two for stiff initial value problems
- Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems
- On the extended one-step schemes for solving stiff systems of ordinary differential equations
- Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems
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- High order extended boundary value methods for the solution of stiff systems of ODEs
- On convergence of higher order schemes for the projective integration method for stiff ordinary differential equations
- Interval schemes for singularly perturbed initial value problems
- An Hermite-Obreschkoff method for stiff high-index DAE
- The difference schemes of higher order accuracy for numerical solution of the stiff first order ordinary differential equation with linear coefficients
- Optimal uniform finite difference schemes of order two for stiff initial value problems
- Optimal extended one-step schemes of exponential type for stiff initial-value problems
- Максимальный порядок точности (m, 1)-методов решения жeстких задач
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