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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
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.


References [Enhancements On Off] (What's this?)

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  • [6] A. WOLFBRANDT, A Study of Rosenbrock Processes with Respect to Order Conditions and Stiff Stability, Thesis, Chalmers Univ. of Technology, Goteborg, Sweden, 1977.
  • [7] Arne Wolfbrandt, A note on a recent result of rational approximations to the exponential function, Nordisk Tidskr. Informationsbehandling (BIT) 17 (1977), no. 3, 367–368. MR 0464551

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Additional Information

DOI: https://doi.org/10.1090/S0025-5718-1979-0521273-8
Article copyright: © Copyright 1979 American Mathematical Society

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