CONSTRUCTION OF HIGHER-ORDER ALGEBRAIC ONE-STEP SCHEMES IN STIFF BVPS

Authors
SCHMITT BA MEI Z
Citation
Ba. Schmitt et Z. Mei, CONSTRUCTION OF HIGHER-ORDER ALGEBRAIC ONE-STEP SCHEMES IN STIFF BVPS, Applied numerical mathematics, 13(1-3), 1993, pp. 199-208
Citations number
5
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied numerical mathematics → ACNP
ISSN journal
01689274
Volume
13
Issue
1-3
Year of publication
1993
Pages
199 - 208
Database
ISI
SICI code
0168-9274(1993)13:1-3<199:COHAOS>2.0.ZU;2-J
Abstract
We present a generalization of the SQRT scheme introduced by Schmitt ( 1990) in the form of implicit Runge-Kutta methods with algebraic matri x coefficients. After setting up a characterization of A-stable method s we discuss the singularly perturbed limit of two-stage schemes, whic h reveals some possible instabilities for nonautonomous linear problem s and explains the different performance of some special schemes in a numerical example.