Efficient higher order implicit one-step methods for integration of stiff differential equations |
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Authors: | W M G van Bokhoven |
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Institution: | (1) Department of Electrical Engineering, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands |
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Abstract: | A new implicit integration method is presented which can efficiently be applied in the solution of (stiff) differential equations. The given formulas are of a modified implicit Runge-Kutta type and areA-stable. They may containA-stable embedded methods for error estimation and step-size control. |
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