Stiff differential equations solved by Radau methods. (English) Zbl 0945.65080
Authors’ summary: Radau IIA methods are successful algorithms for the numerical solution of stiff differential equations. This article describes Radau, a new implementation of these methods with a variable order strategy. The paper starts with a survey on the historical development of the methods and the discoveries of their theoretical properties. Numerical experiments illustrate the behaviour of the code.
Reviewer: R.Scherer (Karlsruhe)
MSC:
| 65L06 | Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations |
| 65L05 | Numerical methods for initial value problems involving ordinary differential equations |
| 34A34 | Nonlinear ordinary differential equations and systems |
Keywords:
stiff differential systems; implicit Runge-Kutta methods; order stars; numerical experiments; Radau IIA methods; algorithms; variable order strategyReferences:
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