A variable step-size implementation of a variational method for stiff differential equations

DOI10.1016/J.MATCOM.2014.11.014MaRDI QIDQ2228679zbMATH OpenOpenAlexFDO

Authors Sergio Amat, Pablo Pedregal, M. J. Legaz

Publication date 19 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2014.11.014

zbMATH Keywords

stiff problemsvariable step-size implementationvariational methods

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Numerical analysis (65-XX)

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Cites work

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Cited in

(6)

• Variable stepsize diagonally implicit multistage integration methods for ordinary differential equations
• A generalization to variable stepsizes of Störmer methods for second-order differential equations
• An efficient computational algorithm for pricing European, barrier and American options
• Variable step implementation of ETD methods for semilinear problems
• scientific article; zbMATH DE number 6391323 (Why is no real title available?)
• scientific article; zbMATH DE number 5704153 (Why is no real title available?)

Describes a project that uses

Uses Software

• dde23
• RADAR5
• Ode15s
• Simulink
• RODAS

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