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Numerische Mathematik

, Volume 41, Issue 3, pp 373–398 | Cite as

A semi-implicit mid-point rule for stiff systems of ordinary differential equations

  • G. Bader
  • P. Deuflhard
Article

Summary

The paper introduces a new semi-implicit extrapolation method especially designed for the numerical solution of stiff systems of ordinary differential equations. The existence of a quadratic asymptotic expansion in terms of the stepsize is shown. Moreover, the new discretization is analyzed in the light of well-known stability models. The efficiency of the new integrator is clearly demonstrated by solving a series of challenging test problems including real life examples.

Subject Classifications

AMS(MOS): 65L05 CR: 5.17 

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Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  • G. Bader
    • 1
  • P. Deuflhard
    • 1
  1. 1.Universität HeidelbergInstitut für Angewandte MathematikHeidelberg 1 (Fed. Rep.)

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