Construction of the Nordsieck second derivative methods with RK stability for stiff ODEs
- 31 Downloads
In this paper, we study the construction and implementation of special Nordsieck second derivative general linear methods of order p and stage order \(q=p\) in which the number of input and output values is \(r=p\) rather than \(r=p+1\). We will construct A- and L-stable methods of orders three and four in this form with Runge–Kutta stability properties. The efficiency of the constructed methods and reliability of the proposed error estimates are shown by implementing of the methods in a variable stepsize environment on some well-known stiff problems.
KeywordsStiff differential equations Second derivative methods Nordsieck methods Runge–Kutta stability A and L stability Variable stepsize
Mathematics Subject Classification65L05
- Huang SJY (2005) Implementation of general linear methods for stiff ordinary differential equations. Phd thesis, Department of mathematics Auckland UniversityGoogle Scholar
- Lee JHJ (2004) Numerical methods for ordinary differential equations: a survey of some standard methods. MSc thesis, Department of Mathematic Auckland UniversityGoogle Scholar