Diagonally implicit Runge-Kutta methods for stiff problems |
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Authors: | L M Skvortsov |
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Institution: | (1) Bauman State Technical University, Vtoraya Baumanskaya ul. 5, Moscow, 107005, Russia |
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Abstract: | Diagonally implicit Runge-Kutta methods are examined. It is shown that, for stiff problems, the methods based on the minimization of certain error functions have advantages over other methods; these functions are determined in terms of the errors for simplest model equations. Methods of orders three, four, five, and six are considered. |
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Keywords: | ODE stiff problems diagonally implicit Runge-Kutta methods SDIRK ESDIRK |
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