Construction of high-order quadratically stable second-derivative general linear methods for the numerical integration of stiff ODEs
نویسندگان
چکیده
منابع مشابه
high order second derivative methods with runge--kutta stability for the numerical solution of stiff odes
we describe the construction of second derivative general linear methods (sglms) of orders five and six. we will aim for methods which are a--stable and have runge--kutta stability property. some numerical results are given to show the efficiency of the constructed methods in solving stiff initial value problems.
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Second derivative general linear methods (SGLMs) as an extension of general linear methods (GLMs) have been introduced to improve the stability and accuracy properties of GLMs. The coefficients of SGLMs are given by six matrices, instead of four matrices for GLMs, which are obtained by solving nonlinear systems of order and usually Runge--Kutta stability conditions. In this p...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2016
ISSN: 0377-0427
DOI: 10.1016/j.cam.2016.02.054