Two-stage single ROW methods with complex coefficients for autonomous systems of ODE

Shirkov P.D., Zubanov A.M.
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The basic subset of two-stage Rosenbrock schemes with complex coefficients for numerical solution of autonomous systems of ordinary differential equations (ODE) has been considered. Numerical realization of such schemes requires one LU-decomposition, two computations of right side function and one computation of Jacoby matrix of the system per one step. The full theoretical investigation of accuracy and stability of such schemes have been done. New A-stable methods of the 3-rd order of accuracy with different properties have been constructed. There are high order L-decremented schemes as well as schemes with simple estimation of the main term of truncation error which is necessary for automatic evaluation of time step. Testing of new methods has been performed.

Keywords: stiff systems, schemes with complex coefficients, A-stability
Citation in English: Shirkov P.D., Zubanov A.M. Two-stage single ROW methods with complex coefficients for autonomous systems of ODE // Computer Research and Modeling, 2010, vol. 2, no. 1, pp. 19-32
Citation in English: Shirkov P.D., Zubanov A.M. Two-stage single ROW methods with complex coefficients for autonomous systems of ODE // Computer Research and Modeling, 2010, vol. 2, no. 1, pp. 19-32
DOI: 10.20537/2076-7633-2010-2-1-19-32
URL: http://crm-en.ics.org.ru/journal/article/1645/
Creative Commons License This work is licensed under a Creative Commons Attribution-NoDerivs 3.0 Unported License.
Citations: 1 (RSCI).

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