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Diagonally implicit Runge-Kutta methods for stiff problems

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Abstract

Diagonally implicit Runge-Kutta methods are examined. It is shown that, for stiff problems, the methods based on the minimization of certain error functions have advantages over other methods; these functions are determined in terms of the errors for simplest model equations. Methods of orders three, four, five, and six are considered.

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Authors and Affiliations

  1. Bauman State Technical University, Vtoraya Baumanskaya ul. 5, Moscow, 107005, Russia

    L. M. Skvortsov

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  1. L. M. Skvortsov
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Original Russian Text © L.M. Skvortsov, 2006, published in Zhurnal Vychislitel’noi Matematiki i Matematicheskoi Fiziki, 2006, Vol. 46, No. 12, pp. 2209–2222.

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Skvortsov, L.M. Diagonally implicit Runge-Kutta methods for stiff problems. Comput. Math. and Math. Phys. 46, 2110–2123 (2006). https://doi.org/10.1134/S0965542506120098

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  • DOI: https://doi.org/10.1134/S0965542506120098

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