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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2006 Volume 46, Number 12, Pages 2209–2222 (Mi zvmmf367)

This article is cited in 35 papers

Diagonally implicit Runge–Kutta methods for stiff problems

L. M. Skvortsov

Bauman State Technical University, Vtoraya Baumanskaya ul. 5, Moscow, 107005, Russia

Abstract: Diagonally implicit Runge–Kutta methods are examined. It is shown that, for stiff problems, the methods based on the minimization of certain error functions have advantages over other methods; these functions are determined in terms of the errors for simplest model equations. Methods of orders three, four, five, and six are considered.

Key words: ODE, stiff problems, diagonally implicit Runge–Kutta methods, SDIRK, ESDIRK.

UDC: 519.622.1

Received: 27.03.2006
Revised: 30.04.2006


 English version:
Computational Mathematics and Mathematical Physics, 2006, 46:12, 2110–2123

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