Higher order and optimal schemes for stiff initial-value problems (Q2709949)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher order and optimal schemes for stiff initial-value problems |
scientific article |
Statements
29 November 2001
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stiff initial value problems
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exponential difference schemes
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error estimate
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comparison of methods
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stiff systems
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numerical experiments
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Adams-Milne formulae
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Higher order and optimal schemes for stiff initial-value problems (English)
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A class of difference schemes of exponential type for solving stiff systems of initial-value problems with a perturbation parameter is described and analyzed from the point of view of method order. It is proved that the schemes are formally fourth-order accurate and when the perturbation parameter is of the same order as the integration step-size they reduce to second order of accuracy. Numerical experiments show that the proposed schemes provide a more accurate solution than the classical Adams-Milne formulae.
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