High-Order A-Stable Averaging Algorithms for Stiff Differential Systems.
IBM THOMAS J WATSON RESEARCH CENTER YORKTOWN HEIGHTS N Y
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A-stable algorithms of orders of accuracy p 4,5, and 6 are proposed for solving stiff systems of differential equations. These algorithms are based on forming suitable averages linear combinations of 2,3, and 4 A-stable solutions, respectively, each computed by a different number of a two parameter-class of second-order, three-step linear integration formulas. The present algorithms lend themselves naturally to parallel processing. Numerical results are given for two test problems.
- Theoretical Mathematics