On a class of cyclic methods for the numerical integration of stiff systems of O.D.E.s |
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Authors: | J R Cash |
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Institution: | (1) Department of Mathematics, Imperial College, Queen's Gate, S.W. 7 London, England |
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Abstract: | A class of cyclic linear multistep methods suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations is developed. Particular attention is paid to the problem of deriving schemes which are almostA-stable, self starting, have relatively high orders of accuracy and contain a built in error estimate. These requirements demand that the linear multistep methods which are used are solved iteratively rather than directly in the usual way and an efficient method for doing this is suggested. Finally the algorithms are illustrated by application to a particular test problem. |
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