Results 271 to 280 of about 6,208 (302)

A class of A(α)-stable numerical methods for stiff problems in ordinary differential equations

Numerical Analysis and Applications, 2013
Summary: Some \(A(\alpha)\)-stable numerical methods for the number of steps \(k\leq 7\) for stiff initial value problems in ordinary differential equations are proposed. The discrete schemes proposed from their equivalent continuous schemes are obtained.
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Efficient Numerical Integration Methods for the Cauchy Problem for Stiff Systems of Ordinary Differential Equations

Differential Equations, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Belov A.A., Kalitkin N.N.
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A projection method for the numerical solution of linear systems in separable stiff differential equations

International Journal of Computer Mathematics, 1989
This paper deals with the efficient implementation of implicit methods for solving stiff ODEs, in the case of Jacobians with separable sets of eigenvalues. For solving the linear systems required we propose a method which is particularly suitable when the large eigenvalues of the Jacobian matrix are few and well separated from the small ones.
LOPEZ, Luciano, TRIGIANTE D.
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Numerical Methods for Stiff Nonlinear and Quadratic Differential Equations.

1977
Abstract : First, results are given concerning input-output stability and Liapunov variational stability of nonlinear multistep difference equations. They state that formulas which are A-stable, or possess other similar linear properties of unconditional fixed-h stability, are stable also when applied to certain representative classes/of (eg, monotone)
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Numerical methods with equation-dependent coefficients for stiff differential problems

2022
The aim of this talk is to show techniques that allow to modify the coefficients of classic explicit numerical methods, improving their accuracy and stability properties, for the solution of ordinary differential equations systems of the following form: y′=f(t,y(t)) (3). The new methods coefficients depend on the Jacobian of the problem (3). In detail,
Conte, Dajana, Pagano, Giovanni, Paternoster, Beatrice   +2 more
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The method of local linearization in the numerical solution of stiff systems of ordinary differential equations

USSR Computational Mathematics and Mathematical Physics, 1987
See the review in Zbl 0644.65045.
Pavlov, B. V., Rodionova, O. E.
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On one class of numerical methods for solving stiff systems of differential equations

Vestnik St. Petersburg University: Mathematics, 2012
The paper is concerned with a modification of a Cowell-type method: at each step the solution is evaluated at several points and only some first of these values are retained. Stability of these methods is examined. In particular, among the methods of this group we single out one method that has the fourth order of accuracy and is stable for stiff ...
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Implicit numerical methods for stiff stochastic differential equations and numerical simulations of stochastic models

2019
In this thesis efficient implicit numerical methods are constructed for solving stochastic differential equations and numerical simulations are presented for stochastic models in environmental modelling and mathematical finance. Two types of stochastic differential equations are discussed in this thesis: Itô and Stratonovich.
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A class of numerical methods for stiff systems of ordinary differential equations

1987
Summary: We propose a class of second derivative multistep methods suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations. In the case \(K=1\), we obtain a class of fifth order L-stable method. In the case \(K=2\), we obtain an eight order stiff-stable method.
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Comparison of Numerical Methods for Stiff Differential Equations in Biology and Chemistry

SIMULATION, 1982
Gottwald, Björn A., Wanner, Gerhard
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