An algorithm of variable order and step based on stages of the Dormand-Prince method of the eighth order of accuracy
Numerical methods and programming, Tome 8 (2007) no. 4, pp. 317-325
Voir la notice de l'article provenant de la source Math-Net.Ru
An inequality is obtained to control the stability of the 13-stage Dormand-Prince method of the eighth order of accuracy.
A first-order method with an expanded stability domain is proposed on the basis of the first seven stages. An algorithm of variable order is formulated. Some numerical results for stiff systems are discussed; these results confirm an efficiency increase of the variable-order method in comparison with a fixed-order scheme.
Keywords:
stiff systems, explicit methods, stability and accuracy control, variable order methods, ordinary differential equations, one-step difference methods.
@article{VMP_2007_8_4_a1,
author = {A. E. Novikov and E. A. Novikov},
title = {An algorithm of variable order and step based on stages of the {Dormand-Prince} method of the eighth order of accuracy},
journal = {Numerical methods and programming},
pages = {317--325},
publisher = {mathdoc},
volume = {8},
number = {4},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a1/}
}
TY - JOUR AU - A. E. Novikov AU - E. A. Novikov TI - An algorithm of variable order and step based on stages of the Dormand-Prince method of the eighth order of accuracy JO - Numerical methods and programming PY - 2007 SP - 317 EP - 325 VL - 8 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a1/ LA - ru ID - VMP_2007_8_4_a1 ER -
%0 Journal Article %A A. E. Novikov %A E. A. Novikov %T An algorithm of variable order and step based on stages of the Dormand-Prince method of the eighth order of accuracy %J Numerical methods and programming %D 2007 %P 317-325 %V 8 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a1/ %G ru %F VMP_2007_8_4_a1
A. E. Novikov; E. A. Novikov. An algorithm of variable order and step based on stages of the Dormand-Prince method of the eighth order of accuracy. Numerical methods and programming, Tome 8 (2007) no. 4, pp. 317-325. http://geodesic.mathdoc.fr/item/VMP_2007_8_4_a1/