M. P. Galanin, S. A. Konev, “Development of exponential integrator based on classical Runge–Kutta method and it's application for solving stiff systems”, Keldysh Institute preprints, 2018,051, 24 pp.

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Development of exponential integrator based on classical Runge–Kutta method and it's application for solving stiff systems

M. P. Galanin, S. A. Konev

Abstract: The paper deals with numerical method for solving stiff systems of ordinary differential equations. The new method RK4exp is derived on the base of classical four-stage Runge–Kutta method. The convergence of RK4exp is proved and it's stability function is calculated. Theoretical results are verified with numerical experiments.

Keywords: ordinary differential equations; numerical methods; exponential integrators; Runge–Kutta methods.

DOI: 10.20948/prepr-2018-51