Abstract:
Singly implicit diagonally extended Runge–Kutta methods make it possible to combine the merits of diagonally implicit methods (namely, the simplicity of implementation) and fully implicit ones (high stage order). Due to this combination, they can be very efficient at solving stiff and differential-algebraic problems. In this paper, fourth-order methods with an explicit first stage are examined. The methods have the third or fourth stage order. Consideration is given to an efficient implementation of these methods. The results of tests in which the proposed methods were compared with the fifth-order RADAU IIA method are presented.
This publication is cited in the following 6 articles:
Gennady Yu. Kulikov, Maria V. Kulikova, Studies in Systems, Decision and Control, 539, State Estimation for Nonlinear Continuous–Discrete Stochastic Systems, 2024, 111
S. González-Pinto, D. Hernández-Abreu, “Boundary corrections for splitting methods in the time integration of multidimensional parabolic problems”, Applied Numerical Mathematics, 2024
E. B. Kuznetsov, S. S. Leonov, E. D. Tsapko, “Estimating the domain of absolute stability of a numerical scheme based on the method of solution continuation with respect to a parameter for solving stiff initial value problems”, Comput. Math. Math. Phys., 63:4 (2023), 528–541
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X. Piao, S. Bu, D. Kim, Ph. Kim, “An embedded formula of the Chebyshev collocation method for stiff problems”, J. Comput. Phys., 351 (2017), 376–391
G. Yu. Kulikov, “Embedded symmetric nested implicit Runge–Kutta methods of Gauss and Lobatto types for solving stiff ordinary differential equations and Hamiltonian systems”, Comput. Math. Math. Phys., 55:6 (2015), 983–1003
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