Geodesic
An integration algorithm using the methods of Rosenbrock and Ceschino
Numerical methods and programming, Tome 14 (2013) no. 2, pp. 254-261.

Voir la notice de l'article provenant de la source Math-Net.Ru

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},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {2013},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2013_14_2_a4/}
}
TY  - JOUR
AU  - E. A. Novikov
TI  - An integration algorithm using the methods of Rosenbrock and Ceschino
JO  - Numerical methods and programming
PY  - 2013
SP  - 254
EP  - 261
VL  - 14
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/VMP_2013_14_2_a4/
LA  - ru
ID  - VMP_2013_14_2_a4
ER  - 
%0 Journal Article
%A E. A. Novikov
%T An integration algorithm using the methods of Rosenbrock and Ceschino
%J Numerical methods and programming
%D 2013
%P 254-261
%V 14
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/VMP_2013_14_2_a4/
%G ru
%F 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/