High order implicit method for ODEs stiff systems (Q2704402)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order implicit method for ODEs stiff systems |
scientific article |
Statements
26 October 2001
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implicit method
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stiff systems
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difference methods
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chemical kinetic
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A-stability
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step size control
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numerical tests
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Kreis problem
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comparison
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backward differentiation formula method
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High order implicit method for ODEs stiff systems (English)
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A doubly implicit A-stable difference scheme with order six is proposed for the numerical solution of stiff systems of ordinary differential equations (ODEs). The integration step is selected according a difference scheme derived from the proposed method and a one step scheme of fourth order of approximation. Numerical tests are also included. The tests problems are the Kreiss problem and a chemical kinetic problem. Comparisons results of the proposed method with the Gear's backward differentiation formula method of 6-th order shows that efficiencies of both methods coincide approximately.
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