A class of exponential methods for stiff initial-value problems

被引:2
作者
Salama, AA
机构
[1] Department of Mathematics, Faculty of Science, Assiut University, Assiut
关键词
stiff initial-value problems; exponential fitting; higher order methods;
D O I
10.1080/00207169608804536
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we derive a class of exponential methods for solving the stiff initial-value problems. The present methods are unconditionally stable and satisfy a discrete maximum principle. These include an even order of accuracy when the perturbation parameter, epsilon, is fixed and have the property that if epsilon is of order h they reduce to first order accuracy. Also, these methods are optimal when epsilon --> 0. Finally, good results and comparison with the uniform second-order scheme are considered.
引用
收藏
页码:183 / 198
页数:16
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