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

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 10, Pages 1837–1847 (Mi zvmmf584)

This article is cited in 26 papers

Diagnostics of singularities of exact solutions in computations with error control

E. A. Alshinaa, N. N. Kalitkina, P. V. Koryakinb

a Institute of Mathematical Modeling, Russian Academy of Sciences, pl. Miusskaya 4a, Moscow, 125047, Russia
b Moscow State Institute of Electronic Engineering (Technical University), Zelenograd, Moscow, 124498, Russia

Abstract: Diagnostics of singularities of exact solutions to ordinary differential equations numerically solved using conventional schemes are considered. It is shown that the one-stage Rosenbrock scheme with complex coefficients, which was initially proposed for stiff problems, prevents overflowing when solving ill-conditioned problems. An algorithm for the diagnostics of the types of singularities and other specific features of the exact solutions obtained using this scheme on embedded grids is theoretically justified and illustrated by way of examples.

UDC: 519.63

Received: 24.03.2005


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:10, 1769–1779

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