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JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics // Archive

Izv. Saratov Univ. Math. Mech. Inform., 2011 Volume 11, Issue 3(1), Pages 46–53 (Mi isu234)

This article is cited in 2 papers

Mathematics

Variable order and step algorithm based on a stages of Runge–Kutta method of third order of accuracy

E. A. Novikov

Institute of Computational Modeling SB RAS, Krasnoyarsk, Department of Calculus Mathematics

Abstract: An inequality for the stability control of 3-stage Runge–Kutta method of 3th order of accuracy is obtained. Method of first order with expanded stability domain is constructed. Algorithm of variable order is formulated. The results of stiff system computations are provided, which confirm an increase in efficiency for the variable order method as compared to a calculation with fixed scheme.

Key words: stiff problems, explicit method, stability and accuracy control, variable order.

UDC: 519.622

DOI: 10.18500/1816-9791-2011-11-3-1-46-53



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