A-stable one-step methods with step-size control for stiff systems of ordinary differential equations

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the Stability and Accuracy of One-Step Methods for Solving Stiff Systems of Ordinary Differential Equations

The stiffness in some systems of nonlinear differential equations is shown to be characterized by single stiff equations of the form y' = g'(x) + \\y g(x)\. The stability and accuracy of numerical approximations to the solution v = g(x), obtained using implicit one-step integration methods, are studied. An S-stability property is introduced for this problem, generalizing the concept of /4-stabi...

متن کامل

Error Inhibiting Block One-step Schemes for Ordinary Differential Equations

The commonly used one step methods and linear multi-step methods all have a global error that is of the same order as the local truncation error. In fact, this is true of the entire class of general linear methods. In practice, this means that the order of the method is typically defined solely by order conditions which are derived by studying the local truncation error. In this work we investi...

متن کامل

Improved linear multi-step methods for stochastic ordinary differential equations

We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is approximated by well-known methods for deterministic ordinary differential equations. Previously, we considered Maruyama-type schemes, where only the increments of the driving Wiene...

متن کامل

Stability with Large Step Sizes for Multistep Discretizations of Stiff Ordinary Differential Equations

In this paper we consider a large set of variable coefficient linear systems of ordinary differential equations which possess two different time scales, a slow one and a fast one. A small parameter t characterizes the stiffness of these systems. We approximate a system of ODE's in this set by a general class of multistep discretizations which includes both one-leg and linear multistep methods. ...

متن کامل

Discrete Galerkin and Related One - Step Methods for Ordinary Differential Equations

New techniques for numerically solving systems of first-order ordinary differential equations are obtained by finding local Galerkin approximations on each subinterval of a given mesh. Different classes of methods correspond to different quadrature rules used to evaluate the innerproducts involved. At each step, a polynomial of degree/; is constructed and the arcs are joined together continuous...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 1978

ISSN: 0377-0427

DOI: 10.1016/0771-050x(78)90016-5