Efficient implementation of diagonally implicit Runge--Kutta methods

L. M. Skvortsov ; O. S. Kozlov

Matematičeskoe modelirovanie, Tome 26 (2014) no. 1, pp. 96-108.

Résumé

Efficient schemes for the implementation of diagonally implicit Runge-Kutta methods are considered. Methods of 3-rd and 4-th orders are implemented. They are compared with known implicit solvers when applied to stiff and differential-algebraic problems.

Détail

Keywords: diagonally implicit Runge–Kutta methods, stiff problems, differential-algebraic problems
Mots-clés : efficient implementation.

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