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Вычислительная математика - ИСЭМ СО РАН

Вычислительная математика - ИСЭМ СО РАН

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AN ALGORITHM BASED ON THE SECOND ORDER INHOMOGENEOUS<br />

SCHEMES FOR SOLVING STIFF SYSTEMS WITH LOW ACCURACY<br />

E.A. Novikov<br />

Institute of computational modelling SB RAS, Krasnoyarsk<br />

e-mail: novikov@icm.krasn.ru<br />

Abstract. An L-stable (2,1)-method and an explicit two-stage Runge-Kutta type scheme are<br />

constructed, both schemes of order two. An integration algorithm of variable order and step is<br />

constructed that is based on the stages of the three schemes. The most effective numerical scheme is<br />

chosen for each step by means of stability control inequality. The results are given that confirm the<br />

effectiveness of the algorithm.<br />

Key words: stiff systems, methods Runge-Kutta, (m,k)-methods, A-stability, L-stability.<br />

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