A matricial exponentially fitted scheme for the numerical solution of stiff initial-value problems

DOI10.1016/0898-1221(93)90034-SzbMath0789.65055OpenAlexW1964024787MaRDI QIDQ1309755

V. Pereyra

Publication date: 13 June 1994

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(93)90034-s

zbMATH Keywords

algorithmstiff systemstest problemscomparisonsexponential fittingmatrix exponentiallocal error estimate

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70) Multiple scale methods for ordinary differential equations (34E13)

Related Items (12)

Numerical solution of stiff systems from nonlinear dynamics using single-term Haar wavelet series ⋮ Numerical solution of stiff differential equations via Haar wavelets ⋮ New algorithm for first order stiff initial value problems ⋮ A higher order local linearization method for solving ordinary differential equations ⋮ Numerical solution of some stiff systems arising in chemistry via Taylor wavelet collocation method ⋮ Haar wavelet approach to linear stiff systems. ⋮ Fourth order scheme of exponential type for singularly perturbed volterra integro-differential equations ⋮ Optimal extended one-step schemes of exponential type for stiff initial-value problems ⋮ Interval schemes for singularly perturbed initial value problems ⋮ Haar wavelet approach to nonlinear stiff systems ⋮ An application of single-term Haar wavelet series in the solution of nonlinear oscillator equations ⋮ Solving stiff differential equations with the method of patches

Cites Work

• Second Derivative Extended Backward Differentiation Formulas for the Numerical Integration of Stiff Systems
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Numerical Computation of the Matrix Exponential with Accuracy Estimate
• Diagonally Implicit Runge–Kutta Methods for Stiff O.D.E.’s
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
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