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A ONE-STEP EXPLICIT FORMULA FOR THE NUMERICAL SOLUTION OF STIFF ORDINARY DIFFERENTIAL EQUATION

A ONE-STEP EXPLICIT FORMULA FOR THE NUMERICAL SOLUTION OF STIFF ORDINARY DIFFERENTIAL EQUATION*
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摘要 In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test equation y’=λy with Re(λ)【0, Also several numerical examples are included. In this paper, a new one-step explicit method of fourth order is derived. The new method is proved to be A-stable and L-stable, and it gives exact results when applied to the test e-quation y' = λy with Re(λ)<0. Also several numerical examples are included.
关键词 STIFF EQUATION NUMERICAL stability NUMERICAL solutions of ordinary differential EQUATION NUMERICAL analysis. Stiff equation,numerical stability, numerical solutions of ordinary differential equation , numerical analysis.
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参考文献1

  • 1E. Hairer. Unconditionally stable explicit methods for parabolic equations[J] 1980,Numerische Mathematik(1):57~68

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