scientific article; zbMATH DE number 2034460
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Publication:4445112
algorithmsstabilitystiff problemsgeneral linear methodsRunge-Kutta methodsbackward difference methodssingly implicit methods
Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Cited in
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- Nordsieck methods on nonuniform grids: stability and order reduction phenomenon
- Stepsize restrictions for total-variation-boundedness in general Runge--Kutta procedures
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- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
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- Symbolic derivation of order conditions for hybrid Numerov-type methods solving \(y^{\prime\prime} =f(x,y)\)
- Linearly-implicit two-step methods and their implementation in Nordsieck form
- Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
- ARK methods for stiff problems
- High-order linearly implicit two-step peer - finite element methods for time-dependent PDEs
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