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JOURNALS // Matematicheskoe modelirovanie // Archive

Mat. Model., 2012 Volume 24, Number 5, Pages 97–111 (Mi mm3252)

This article is cited in 2 papers

Stability of ROW methods for non autonomous systems of ordinary differential equations

P. D. Shirkov

Dmitrov Branch of International University of Nature, Society and man "Dubna"

Abstract: Studying of $AN$-stability of $ROW$ methods has been done. Notion of $LN$-equivalence of difference schemes are introduced. Possibilities of construction of schemes with better stability properties for the linear non autonomous and nonlinear problems has been studied with the use of algebraically stable singly diagonally-implicit Runge–Kutta ($SDIRK$) methods. The impossibility of construction of $LN$-stable $ROW$ methods for numerical integration of stiff systems of ODE which are based on $SDIRK$ schemes is shown.

Keywords: Runge–Kutta methods and Rosenbrock schemes, $BN$- and $AN$-stability, algebraic stability.

UDC: 519.622

Received: 20.06.2011


 English version:
Mathematical Models and Computer Simulations, 2012, 4:6, 587–596

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