Split linear multistep methods for the numerical integration of stiff differential systems

DOI10.1007/BF01389575zbMath0546.65049OpenAlexW2015517699MaRDI QIDQ797972

Jeff R. Cash

Publication date: 1983

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132878

zbMATH Keywords

stiff systemssplittingpredictor-corrector schemelinear multistep methodenlarging stability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items

General linear methods: Connection to one step methods and invariant curves, The MOL solution of time dependent partial differential equations, \(L_ 0\)-stable split linear multistep formulas for parabolic PDEs, A linearly implicit predicator-corrector method for reaction-diffusion equations, A second-order L-stable time discretisation of the semiconductor device equations, Unnamed Item, A comparison of some codes for the stiff oscillatory problem, A New Stabilization of Adaptive Step Trapezoid Rule Based on Finite Difference Interrupts, Robust spectral method for numerical valuation of european options under Merton's jump‐diffusion model

Uses Software

• GEAR

Cites Work

• Unnamed Item
• An Alternative Implementation of Variable Step-Size Multistep Formulas for Stiff ODEs
• Comparing numerical methods for stiff systems of O.D.E:s
• The control of order and steplength for backward differentiation methods
• Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations
• A special stability problem for linear multistep methods