Characterization of Optimal Stepsize Sequences for Methods for Stiff Differential Equations

DOI10.1137/0714058zbMATH Open0373.65029OpenAlexW2055125258MaRDI QIDQ4151091FDOQ4151091

Authors Bengt Lindberg

Publication date 1977

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0714058

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited in

(4)

• Bibliography on the evaluation of numerical software
• Numerical small parameter method fo stiff ODE's
• A PI stepsize control for the numerical solution of ordinary differential equations
• PDE methods for pricing barrier options

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