The Adaptive Explicit-Implicit Tau-Leaping Method with Automatic Tau Selection
نویسندگان
چکیده
The existing tau-selection strategy, which was designed for explicit tau-leaping, is here modified to apply to implicit tau-leaping, allowing for longer steps when the system is stiff. Further, an adaptive strategy is proposed that identifies stiffness and automatically chooses between the explicit and the (new) implicit tau-selection methods to achieve better efficiency. Numerical testing demonstrates the advantages of the adaptive method for stiff systems. ∗Author to whom correspondence should be addressed. Email: [email protected].
منابع مشابه
Adaptive explicit-implicit tau-leaping method with automatic tau selection.
The existing tau-selection strategy, which was designed for explicit tau leaping, is here modified to apply to implicit tau leaping, allowing for longer steps when the system is stiff. Further, an adaptive strategy that identifies stiffness and automatically chooses between the explicit and the (new) implicit tau-selection methods to achieve better efficiency is proposed. Numerical testing demo...
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