Research output: Contribution to journal › Article › peer-review
Schemes of (m, k)-Type for Solving Differential-Algebraic and Stiff Systems. / Levykin, A. I.; Novikov, A. E.; Novikov, E. A.
In: Numerical Analysis and Applications, Vol. 13, No. 1, 25.02.2020, p. 34-44.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Schemes of (m, k)-Type for Solving Differential-Algebraic and Stiff Systems
AU - Levykin, A. I.
AU - Novikov, A. E.
AU - Novikov, E. A.
N1 - Publisher Copyright: © 2020, Pleiades Publishing, Ltd. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/2/25
Y1 - 2020/2/25
N2 - A form of Rosenbrock-type methods optimal in terms of the number ofnon-zero parameters and computational costs per step is considered. Atechnique of obtaining (m, k) -methodsfrom some well-known Rosenbrock-type methods is justified. Formulas fortransforming the parameters of (m, k) -schemesand for obtaining a stability function are given for two canonicalrepresentations of the schemes. An L-stable(3 , 2) -methodof order 3 is proposed, which requires two evaluations of the function:one evaluation of the Jacobian matrix and oneLU-decompositionper step. A variable step size integration algorithm based on the(3 , 2) -methodis formulated. It provides a numerical solution for both explicit andimplicit systems of ODEs. Numerical results are presented to show theefficiency of the new algorithm.
AB - A form of Rosenbrock-type methods optimal in terms of the number ofnon-zero parameters and computational costs per step is considered. Atechnique of obtaining (m, k) -methodsfrom some well-known Rosenbrock-type methods is justified. Formulas fortransforming the parameters of (m, k) -schemesand for obtaining a stability function are given for two canonicalrepresentations of the schemes. An L-stable(3 , 2) -methodof order 3 is proposed, which requires two evaluations of the function:one evaluation of the Jacobian matrix and oneLU-decompositionper step. A variable step size integration algorithm based on the(3 , 2) -methodis formulated. It provides a numerical solution for both explicit andimplicit systems of ODEs. Numerical results are presented to show theefficiency of the new algorithm.
UR - http://www.scopus.com/inward/record.url?scp=85080063468&partnerID=8YFLogxK
U2 - 10.1134/S1995423920010036
DO - 10.1134/S1995423920010036
M3 - Article
AN - SCOPUS:85080063468
VL - 13
SP - 34
EP - 44
JO - Numerical Analysis and Applications
JF - Numerical Analysis and Applications
SN - 1995-4239
IS - 1
ER -
ID: 23666119