High-order W-methods

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:233

Article

Rahunanthan, Arunasalam²  Stanescu, Dan¹ 

[1] Univ Wyoming, Inst Comp Sci, Laramie, WY 82071 USA

[2] Univ Wyoming, Dept Math, Laramie, WY 82071 USA

关键词: Stiff ODEs;    High order;    Rosenbrock methods;    W-methods;   

DOI  :  10.1016/j.cam.2009.09.017

来源: Elsevier

【 摘 要 】

Implicit methods are the natural choice for solving stiff systems of ODEs. Rosenbrock methods are a class of linear implicit methods for solving such stiff systems of ODEs. In the Rosenbrock methods the exact Jacobian must be evaluated at every step. These evaluations can make the computations costly. By contrast, W-methods use occasional calculations of the Jacobian matrix. This makes the W-methods popular among the class of linear implicit methods for numerical solution of stiff ODEs. However, the design of high-order W-methods is not easy, because as the order of the W-methods increases, the number of order conditions of the W-methods increases very fast. In this paper, we describe an approach to constructing high-order W-methods. (C) 2009 Elsevier B.V. All rights reserved.

【 授权许可】

Free