Mono-implicit Runge-Kutta schemes for the parallel solution of initial value ODEs (Q1300768)

The paper is concerned with the numerical solution of stiff initial value problems of first-order ordinary differential equations (ODEs) by an implicit Runge-Kutta (IRK) method, especially by a mono-implicit Runge-Kutta (MIRK) method of \(s\) stages. To solve the implicit Runge-Kutta equations (a system of \(s\times m\) nonlinear equations) usually Newton's method is applied. In order to reduce the cost of computation, this large system of \(s\times m\) equations is separated into \(s\) systems each of dimension \(m\) and then the MIRK formulas are implemented in parallel. The authors derive a lot of MIRK schemes of order 2,3,4 and discuss A-stability and L-stability of the methods. The performance of these methods is shown by the presented numerical results.