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JOURNALS // Matematicheskoe modelirovanie // Archive

Matem. Mod., 2016 Volume 28, Number 4, Pages 16–32 (Mi mm3717)

This article is cited in 10 papers

Nonlinearity difficulty in numerical solving of superstiff Cauchy problems

A. A. Belovab, N. N. Kalitkinb

a Lomonosov Moscow State University, Faculty of Physics, Moscow
b Keldysh Institute of Applied Mathematics of RAS, Moscow

Abstract: A lot of schemes has been proposed for solving of stiff Cauchy problems for ordinary differential equations. They are effective on linear and weakly nonlinear systems. The article provides the investigation of behavior of several well-known schemes on strongly nonlinear superstiff problems (including, for example, chemical kinetics problem). Well-known numerical methods are shown to be unreliable for such problems. They require sufficient grid densening in particular critical moments of time though there are no reliable enough procedures to obtain these moments. It has been shown that choosing of time as integration argument leads to difficulty in boundary layer. In case the argument is the integral curve arc length the difficulties occur in transition zone between the boundary layer and the regular solution.

Keywords: differential equations, Cauchy problem, stiffness, nonlinearity, boundary layer.

Received: 05.02.2015


 English version:
Mathematical Models and Computer Simulations, 2016, 8:6, 638–650

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