Additive Runge-Kutta Methods for Stiff Ordinary Differential Equations
نویسندگان
چکیده
Certain pairs of Runge-Kutta methods may be used additively to solve a system of n differential equations x' = J(t)x + g(t, x). Pairs of methods, of order p < 4, where one method is semiexplicit and /(-stable and the other method is explicit, are obtained. These methods require the LU factorization of one n X n matrix, and p evaluations of g, in each step. It is shown that such methods have a stability property which is similar to a stability property of perturbed linear differential equations.
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