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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2013/v14r128.html
Дата изменения: Mon Feb 10 15:14:21 2014 Дата индексирования: Fri Feb 28 00:32:09 2014 Кодировка: IBM-866 |
"An integration algorithm using the methods of Rosenbrock and Ceschino" Novikov E.A. |
An inequality for the stability control of Ceschino's scheme of second order of accuracy is constructed. Based on the stages of this method, a numerical formula of order one is developed whose stability interval is extended to 32. On the basis of the L-stable Rosenbrock scheme and the numerical Ceschino's formula, an algorithm of alternating structure in which an efficient numerical formula is chosen at every step according to a stability criterion is proposed. The algorithm is intended for solving stiff and nonstiff problems. Numerical results confirm the efficiency of this algorithm. Keywords: stiff problems, Ceschino's scheme, Rosenbrock's method, accuracy and stability control |
Novikov E.A., e-mail: novikov@icm.krasn.ru тАУ Institute of Computational Modelling, Siberian Branch of Russian Academy of Sciences; Akademgorodok, Krasnoyarsk, 660036, Russia |
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