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High order implicit method for odes stiff systems

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Abstract

This paper presents a new difference scheme for numerical solution of stiff systems of ODE’s. The present study is mainly motivated to develop an absolutely stable numerical method with a high order of approximation. In this work a double implicit A-stable difference scheme with the sixth order of approximation is suggested. Another purpose of this study is to introduce automatic choice of the integration step size of the difference scheme which is derived from the proposed scheme and the one step scheme of the fourth order of approximation. The algorithm was tested by means of solving the Kreiss problem and a chemical kinetics problem. The behavior of the gas explosive mixture (H 2 + O2) in a closed space with a mobile piston is considered in test problem 2. It is our conclusion that a hydrogen-operated engine will permit to decrease the emitted levels of hazardous atmospheric pollutants.

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Correspondence to Tatiana Vasilyeva.

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Vasilyeva, T., Vasilev, E. High order implicit method for odes stiff systems. Korean J. Comput. & Appl. Math. 8, 165–180 (2001). https://doi.org/10.1007/BF03011630

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  • DOI: https://doi.org/10.1007/BF03011630

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