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It maintains A-stability, which makes it appropriate for the solution of stiff problems.
The new scheme is A-stable as desired for the solution of stiff problems.
Guided by this analysis we are able to derive for the first time a Lobatto deferred correction code which is very efficient for the solution of stiff problems, particularly in cases where the MIRK code TWPBVP.f is unstable.
Similar(57)
These effects have important implications for the development of extrapolation methods based on higher order symmetric methods for the numerical solution of stiff problems.
Two new numerical methods for the solution of stiff boundary valued ordinary differential equations are presented and compared.
The example of the solution of stiff flame problem is given.
This includes finding numerically the solution of stiff ODE systems or stochastic systems described by SDEs or a master equation.
Rosenbrock methods are frequently used for the numerical solution of stiff initial value problems.
Hence it is an attractive candidate for the solution of large-scale, moderately stiff, diffusion-like problems.
In present paper the ability to control numerical dissipation is added to algorithm of two-step level-symmetric LS-2 integration method designed for numerical solution of stiff structural dynamic problems.
This makes the W-methods popular among the class of linear implicit methods for numerical solution of stiff ODEs.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com