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JOURNALS // Computer Research and Modeling // Archive

Computer Research and Modeling, 2012 Volume 4, Issue 3, Pages 483–496 (Mi crm503)

MATHEMATICAL MODELING AND NUMERICAL SIMULATION

Constructing of linearly implicit schemes which are $LN$-equivalent to implicit Runge–Kutta methods

A. M. Zubanov, N. N. Kutruhin, P. D. Shirkov

Dmitrov branch of International University of nature, society and man “Dubna”, DZFS, b.23, Dmitrov, Moscow region, 141800, Russia

Abstract: New family of linearly implicit schemes are presented. This family allows to obtain methods which are equivalent to stiffly accurate implicit Runge–Kutta schemes (such as RadauIIA and LobattoIIIC) on non-autonomous linear problems. Notion of $LN$–equivalence of schemes is introduced. Order conditions and stability conditions of such methods are obtained with the use of media for computer symbolic calculations. Some examples of new schemes have been constructed. Numerical studying of new method have been done with the use of classical tests for stiff problems.

Keywords: stiff systems of ordinary differential equations, stiffly accurate Runge–Kutta methods and Rosenbrock schemes, stability and $L$–equivalence.

UDC: 519.622

Received: 10.04.2012
Revised: 18.07.2012

DOI: 10.20537/2076-7633-2012-4-3-483-496



© Steklov Math. Inst. of RAS, 2025