A. L. Dvinsky, E. A. Novikov, “Approximation of the Jacobi matrix in <nobr>$(m,3)$</nobr>-methods of solving stiff systems”, Sib. Zh. Vychisl. Mat., 2008, Volume 11, Number 3,Pages <nobr>283

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Approximation of the Jacobi matrix in $(m,3)$-methods of solving stiff systems

A. L. Dvinsky^a, E. A. Novikov^b

^a Siberian Federal University
^b Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences

Abstract: The theorem that the maximal order of accuracy of $L$-stable $(m,k)$-methods with freezing the Jacobi matrix is equal to four.

Key words: stiff systems, one-step methods, $(m,k)$-methods, freezing the Jacobi matrix, the maximal order of accuracy.

UDC: 519.622

Received: 27.08.2007