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

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 7, Pages 1251–1265 (Mi zvmmf9477)

This article is cited in 9 papers

A class of one-step one-stage methods for stiff systems of ordinary differential equations

M. V. Bulatova, A. V. Tygliyanb, S. S. Filippovb

a Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033 Russia
b Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Miusskaya pl. 4, Moscow, 125047 Russia

Abstract: A new class of one-step one-stage methods ($ABC$-schemes) designed for the numerical solution of stiff initial value problems for ordinary differential equations is proposed and studied. The Jacobian matrix of the underlying differential equation is used in $ABC$-schemes. They do not require iteration: a system of linear algebraic equations is once solved at each integration step. $ABC$-schemes are $A$- and $L$-stable methods of the second order, but there are $ABC$-schemes that have the fourth order for linear differential equations. Some aspects of the implementation of $ABC$-schemes are discussed. Numerical results are presented, and the schemes are compared with other numerical methods.

Key words: linearly implicit methods for the numerical solution of ordinary differential equations, $ABC$-schemes, modified $ABC$-schemes, numerical experiments.

UDC: 519.622.1

Received: 24.09.2010


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:7, 1167–1180

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