SDIRK methods for stiff ODEs with oscillating solutions
\(A\)-stabilitydispersiondissipationnumerical examplesoscillatory stiff problemsRunge-Kutta methodsSDIRK methods
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
This paper deals with the numerical solution of oscillatory systems of stiff type. Two \(A\)-stable singly diagonally implicit Runge-Kutta (SDIRK) methods with algebraic order 3 and higher order of dispersion (phase error) and of dissipation (numerical damping) are constructed, which belong to a known family of methods [see \textit{P. van der Houwen} and \textit{B. P. Sommeijer}, SIAM J. Numer. Anal. 26, 214-229 (1989; Zbl 0669.65055)]. Numerical results are presented.
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