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JOURNALS // Computer Research and Modeling // Archive

Computer Research and Modeling, 2010 Volume 2, Issue 1, Pages 19–32 (Mi crm575)

This article is cited in 1 paper

MATHEMATICAL MODELING AND NUMERICAL SIMULATION

Two-stage single ROW methods with complex coefficients for autonomous systems of ODE

P. D. Shirkov, A. M. Zubanov

Dmitrov Branch of Dubna International University for Nature, Society, and Man, 15 Makhalina str., Dmitrov, Moscow Region, 141800, Russia

Abstract: The basic subset of two-stage Rosenbrock schemes with complex coefficients for numerical solution of autonomous systems of ordinary differential equations (ODE) has been considered. Numerical realization of such schemes requires one LU-decomposition, two computations of right side function and one computation of Jacoby matrix of the system per one step. The full theoretical investigation of accuracy and stability of such schemes have been done. New A-stable methods of the 3-rd order of accuracy with different properties have been constructed. There are high order L-decremented schemes as well as schemes with simple estimation of the main term of truncation error which is necessary for automatic evaluation of time step. Testing of new methods has been performed.

Keywords: stiff systems, schemes with complex coefficients, A-stability.

UDC: 519.62

Received: 23.04.2010

DOI: 10.20537/2076-7633-2010-2-1-19-32



© Steklov Math. Inst. of RAS, 2024