Efficient implementation of a 2nd derivative method for stiff ODEs
Copyright policy )Efficient implementation of a 2nd derivative method for stiff ODEs
Padé or Obrechkoff methods based on diagonal or sub-diagonal Padé approximations for the exponential function usually yield high accuracy and good stability. But the occurrence of higher derivatives makes their implementation difficult. For a third-order sub-diagonal second derivative method, the authors suggest an effective procedure for moderately large, strongly stiff systems under moderate accuracy requirements. They consider a numerical example to illustrate their point.
numerical example, stiff systems, Padé approximations, Multiple scale methods for ordinary differential equations, Nonlinear ordinary differential equations and systems, stability, Obrechkoff methods, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, sub-diagonal second derivative method
numerical example, stiff systems, Padé approximations, Multiple scale methods for ordinary differential equations, Nonlinear ordinary differential equations and systems, stability, Obrechkoff methods, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, sub-diagonal second derivative method
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