An integration algorithm using the methods of Rosenbrock and Ceschino
Numerical methods and programming, Tome 14 (2013) no. 2, pp. 254-261
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An inequality for the stability control of Ceschino's scheme of second order of accuracy is constructed. Based on the stages of this method, a numerical formula of order one is developed whose stability interval is extended to 32. On the basis of the $L$-stable Rosenbrock scheme and the numerical Ceschino's formula, an algorithm of alternating structure in which an efficient numerical formula is chosen at every step according to a stability criterion is proposed. The algorithm is intended for solving stiff and nonstiff problems. Numerical results confirm the efficiency of this algorithm.
Keywords:
stiff problems; Ceschino's scheme; Rosenbrock's method; accuracy and stability control.
@article{VMP_2013_14_2_a4,
author = {E. A. Novikov},
title = {An integration algorithm using the methods of {Rosenbrock} and {Ceschino}},
journal = {Numerical methods and programming},
pages = {254--261},
year = {2013},
volume = {14},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2013_14_2_a4/}
}
E. A. Novikov. An integration algorithm using the methods of Rosenbrock and Ceschino. Numerical methods and programming, Tome 14 (2013) no. 2, pp. 254-261. http://geodesic.mathdoc.fr/item/VMP_2013_14_2_a4/