L-stability of multi-implicit methods of 8-th order for differential stiff systems
Автор: Vasilyev Evgeniy Ivanovich, Vasilyeva Tatiana Anatolievna, Kiseleva Maria Nikolaevna
Журнал: Математическая физика и компьютерное моделирование @mpcm-jvolsu
Рубрика: Прикладная математика
Статья в выпуске: 1 (18), 2013 года.
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The new set of absolutely stable difference schemes for a numerical solution of ODEs stiff systems (1) is submitted. The main feature of the set is the multi-implicit finite differences with the second derivatives of the desired solution. The expanded two-parameter (a, ß set of 3ISD-schemes (2-3) is studied in more details in this paper. The testing of this difference schemes on linear and non-linear problems with a different stiff power is conducted. The errors of a numerical solution as functions of integration step size are computed in numerical experiments. These results demonstrate high quality of stability and accuracy of the suggested 3ISD-schemes.
L-устойчивость, l-stability, a-устойчивость, implicit methods, multi-implicit methods, methods with second derivative, а-stability, stiff systems
Короткий адрес: https://sciup.org/14968725
IDR: 14968725