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Article information
2006 , Volume 11, ¹ 2, p.28-38
Zverev V.G.
A third order difference scheme for solution of a first order stiff ordinary differential equation with linear coefficients
A new implicit difference scheme for numerical analysis of the stiff Cauchy problem for a first order ordinary linear differential equation is proposed. This scheme is constructed using the increased accuracy Taylor expansion of function in the vicinity of the desired solution and the integration of the differential equation. In the case of linear coefficients the obtained difference scheme has the third order of approximation. Good rate of convergence to the exact solutions is shown on test examples in a wide range of a grid parameter. Comparison with other known one-step methods is carried out.
[full text] Author(s):
Zverev Valentin Georgievich
Office: Tomsk State University
Address: 634029, Russia, Tomsk
Phone Office: (3822) 52 96 69
E-mail: zverev@ntipsnm.tsu.ru
Bibliography link:
Zverev V.G. A third order difference scheme for solution of a first order stiff ordinary differential equation with linear coefficients // Computational technologies. 2006. V. 11. ¹ 2. P. 28-38
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