Abstract:
New fourth-order methods are proposed for solving both ordinary and partial differential equations. The derivation of the methods is based on the form of diagonally implicit schemes applied to stiff ordinary differential equations. The methods are absolutely and unconditionally stable. Test computations are presented.
Key words:evolution equations, Runge–Kutta methods, diagonally implicit numerical methods, stiff systems of ordinary differential equations, Burgers' equation.
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