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An attempt to avoid exact Jacobian and nonlinear equations in the numerical solution of stiff differential equations

Authors: Trond Steihaug and Arne Wolfbrandt
Journal: Math. Comp. 33 (1979), 521-534
MSC: Primary 65L05
MathSciNet review: 521273
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Abstract: A class of linear implicit methods for numerical solution of stiff ODE's is presented. These require only occasional calculation of the Jacobian matrix while maintaining stability. Especially, an effective second order stable algorithm with automatic stepsize control is designed and tested.

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Article copyright: © Copyright 1979 American Mathematical Society

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