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JOURNALS // Vestnik Samarskogo Universiteta. Estestvenno-Nauchnaya Seriya // Archive

Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2011 Issue 8(89), Pages 59–68 (Mi vsgu124)

This article is cited in 2 papers

Mathematics

L-stable (4,2)-method of the fourth order for solving stiff problems

E. A. Novikov

Institute of Computational Mo\-delling, SB RAS, Krasnoyarsk, 660036, Russian Federation

Abstract: (M,k)-methods for solving stiff problems, in which on each step two times the right-hand side of the system of differential equations is calculated are investigated. It is shown that the maximum order of accuracy of the L-stable (m,2)-method is equal to four. (4,2)-method of maximal order is built.

Keywords: stiff problem, methods of Rosenbrock, (m,k)-methods, L-stability.

UDC: 519.622

Received: 18.05.2011
Revised: 19.06.2011



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