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

Izv. Saratov Univ. Math. Mech. Inform., 2012 Volume 12, Issue 4, Pages 19–27 (Mi isu327)

This article is cited in 2 papers

Mathematics

Algorithm of integrating stiff problems using the explicit and implicit methods

E. A. Novikov

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences, Krasnoyarsk

Abstract: An $L$-stable $(3,2)$-method order 3 and an explicit three-stage Runge–Kutta scheme order 1 are constructed. An integration algorithm of variable order and step is constructed that is based on of the two schemes The most effective numerical scheme is chosen for each step by means of stability control. The results are given that confirm the effectiveness of the algorithm.

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

UDC: 519.622

DOI: 10.18500/1816-9791-2012-12-4-19-27



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