Two classes of numerical methods for stiff problems
The paper concerns the solution of partial differential equations of evolution type by the finite difference method. The author discusses the general assumptions on the original equation as well as its discretization, which guarantee that the difference scheme is unconditionally stable, i.e. stable without any stability condition for the time-step. A new notion of the -acceptability of the integration formula is introduced and examples of such formulas are given. The results can be applied to ordinary...
For initial value problem (IVPs) in ordinary second order differential equations of the special form possessing oscillating solutions, diagonally implicit Runge–Kutta–Nystrom (DIRKN) formula-pairs of orders 5(4) in 5-stages are derived in this paper. The method is zero dissipative, thus it possesses a non-empty interval of periodicity. Some numerical results are presented to show the applicability of the new method compared with existing Runge–Kutta (RK) method applied to the problem reduced to...