Explicit multistep method for the numerical solution of stiff differential equations
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 6, pp. 959-967
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An explicit multistep method of variable order for integrating stiff systems with high accuracy and low computational costs is examined. To stabilize the computational scheme, componentwise estimates are used for the eigenvalues of the Jacobian matrix having the greatest moduli. These estimates are obtained at preliminary stages of the integration step. Examples are given to demonstrate that, for certain stiff problems, the method proposed is as efficient as the best implicit methods.
@article{ZVMMF_2007_47_6_a2,
author = {L. M. Skvortsov},
title = {Explicit multistep method for the numerical solution of stiff differential equations},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {959--967},
publisher = {mathdoc},
volume = {47},
number = {6},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_6_a2/}
}
TY - JOUR AU - L. M. Skvortsov TI - Explicit multistep method for the numerical solution of stiff differential equations JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2007 SP - 959 EP - 967 VL - 47 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_6_a2/ LA - ru ID - ZVMMF_2007_47_6_a2 ER -
%0 Journal Article %A L. M. Skvortsov %T Explicit multistep method for the numerical solution of stiff differential equations %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2007 %P 959-967 %V 47 %N 6 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_6_a2/ %G ru %F ZVMMF_2007_47_6_a2
L. M. Skvortsov. Explicit multistep method for the numerical solution of stiff differential equations. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 6, pp. 959-967. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_6_a2/