Тип публикации: статья из журнала
Год издания: 2020
Идентификатор DOI: 10.1134/S1995423920010036
Аннотация: ABSTRACT: A form of Rosenbrock-type methods optimal in terms of the number ofnon-zero parameters and computational costs per step is considered. Atechnique of obtaining (m, k) -methodsfrom some well-known Rosenbrock-type methods is justified. Formulas fortransforming the parameters of (m, k) -schemesand for obtaining a stability fuПоказать полностьюnction are given for two canonicalrepresentations of the schemes. An L-stable(3 , 2) -methodof order 3 is proposed, which requires two evaluations of the function:one evaluation of the Jacobian matrix and oneLU-decompositionper step. A variable step size integration algorithm based on the(3 , 2) -methodis formulated. It provides a numerical solution for both explicit andimplicit systems of ODEs. Numerical results are presented to show theefficiency of the new algorithm. © 2020, Pleiades Publishing, Ltd.
Журнал: Numerical Analysis and Applications
Выпуск журнала: Vol. 13, Is. 1
Номера страниц: 34-44
ISSN журнала: 19954239