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

DOI:
https://doi.org/10.1090/S0025-5718-1979-0521273-8

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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DOI:
https://doi.org/10.1090/S0025-5718-1979-0521273-8

Article copyright:
© Copyright 1979
American Mathematical Society