Skip to main content
Log in

Testing the Multi-Step Single-Stage Method on Stiff Problems

  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

A multi-step single-stage method is considered, which allows one to integrate stiff differential equations and systems of equations with high accuracy and low computational costs. The examples show that the proposed method is in solving stiff problems as good as the best available methods. The calculation results allow us to determine the absolute stability domains for the multi-step single-stage method, where it is possible to vary integration step within a wide range while maintaining the computational stability of the method.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. V. Prusov and A. Doroshenko, Computational Techniques for Modeling Atmospheric Processes, IGI Global, Hershey (2017).

    MATH  Google Scholar 

  2. V. A. Prusov and A. Yu. Doroshenko, “Multistep method of the numerical solution of the problem of modeling the circulation of atmosphere in the Cauchy problem,” Cybern. Syst. Analysis, Vol. 51, No. 4, 547–555 (2015).

    Article  MathSciNet  Google Scholar 

  3. V. A. Prusov and A. Yu. Doroshenko, “Numerical method to solve the Cauchy problem with previous history,” Cybern. Syst. Analysis, Vol. 53, No. 1, 34–56 (2017).

    Article  Google Scholar 

  4. R. P. Fedorenko, “Stiff systems of ordinary differential equations and their numerical integration,” in: Computation Processes and Systems [in Russian], Issue 8, Nauka, Moscow (1991), pp. 328–380.

  5. M. P. Galanin and E. B. Savenkov, Methods of Numerical Analysis of Mathematical Models [in Russian], Izd. MGTU im. Baumana, Moscow (2010).

  6. A. A. Samarskii and A. V. Gulin, Numerical Methods [in Russian], Nauka, Moscow (1989).

  7. J. C. Butcher, Numerical Methods for Ordinary Differential Equations, John Wiley & Sons Ltd, Chichester (2008).

    Book  Google Scholar 

  8. M. Darvishi, F. Khani, and A. Soliman, “The numerical simulation for stiff systems of ordinary differential equations,” Computers and Math. with Applications, Vol. 54, 1055–1063 (2007).

    Article  MathSciNet  Google Scholar 

  9. A. E. Kovtanyuk, K. V. Nefedev, and I. V. Prokhorov, “Advanced computing method for solving of the polarized-radiation transfer equation,” in: Lecture Notes in Computer Sciences: Methods and Tools of Parallel Programming Multicomputers, Vol. 6083 (2010), pp. 268–276.

    Chapter  Google Scholar 

  10. H. Musa, M. B. Suleiman, and N. Senu, “Fully implicit 3-point block extended backward differentiation formula for stiff initial value problems,” Applied Mathematical Sciences, Vol. 6, No. 85–88, 4211–4228 (2012).

    MathSciNet  MATH  Google Scholar 

  11. S. A. M. Yatim, “Fifth order variable step block backward differentiation formulae for solving stiff ODEs,” World Academy of Science, Engineering and Technology, Vol. 38, 280–282 (2010).

  12. M. P. Galanin and S. R. Hodzhaeva, “Methods to solve stiff ordinary differential equations. Results of test calculations,” Prepr. IPM im. M. V. Keldysha, No. 98 (2013). URL: http://library.keldysh.ru/preprint.asp?id=2013-98.

  13. E. Vasilev and T. Vasilyeva, “High order implicit method for ODEs stiff systems,” Korean J. of Computational & Applied Mathematics, Vol. 8, No. 1, 165–180 (2001).

    Article  MathSciNet  Google Scholar 

  14. M. P. Galanin and E. B. Savenkov, Methods of the Numerical Analysis of Mathematical Models [in Russian], Izd. MGTU im. N. E. Baumana, Moscow (2010).

  15. E. Hairer and G. Wanner, Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems, Springer Series in Computational Mathematics, Vol. 14, Springer-Verlag, Berlin–Heidelberg (1996).

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to A. Yu. Doroshenko.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 1, January–February, 2020, pp. 97–105.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Prusov, V.A., Doroshenko, A.Y. Testing the Multi-Step Single-Stage Method on Stiff Problems. Cybern Syst Anal 56, 81–88 (2020). https://doi.org/10.1007/s10559-020-00223-y

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10559-020-00223-y

Keywords

Navigation