A block method for the numerical integration of stiff systems of ordinary differential equations

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1979 English Publisher:Springer Science and Business Media LLCJournal:BIT, volume 19, pages 429-447 (issn: 0006-3835, eissn: 1572-9125,

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Authors: Bond, J. E.; Cash, J. R.;

doi: 10.1007/bf01931259

A block method for the numerical integration of stiff systems of ordinary differential equations

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Abstract

A new approach to the approximate numerical integration of stiff systems of first order ordinary differential equations is developed. In this approach several different formulae are applied in a well defined cyclic order to produce highly accurate integration schemes with infinite regions of absolute stability. The efficiency of these new algorithms, compared with that of certain existing ones, is demonstrated for some particular test problems.

Related Organizations

Imperial College London
United Kingdom

Keywords

infinite regions of absolute stability, block method, stiff systems, test problems, first order ordinary differential equations, Numerical investigation of stability of solutions to ordinary differential equations, highly accurate integration schemes, Numerical methods for initial value problems involving ordinary differential equations

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