519.63 Development and testing for methods of solving stiff ordinary differential equations

Galanin M. P. (Bauman Moscow State Technical University/Keldysh Institute of Applied Mathematics of the Russian Academy of Scienсes), Khodzhaeva S. R. (Bauman Moscow State Technical University)

THE PAPER IS AIMED AT RESEARCH OF THE (M,K)-METHOD, CROS, FINITE SUPERELEMENT METHOD AND 4-STAGE EXPLICIT RUNGE–KUTTA METHOD FOR SOLVING STIFF SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS. ANALYSIS OF TESTS RESULTS SHOWED THAT THE BEST CHOICE FOR SYSTEMS WITH HIGH STIFFNESS IS CROS. THE FINITE SUPERELEMENT METHOD IS THE «PRECISE» METHOD FOR SOLVING LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS, THE BEST SUPPORTING METHOD FOR ITS IMPLEMENTATION IS (4,2)-METHOD. THE VARIATION OF THE FINITE SUPERELEMENT METHOD HAS BEEN BUILT AND TESTED FOR SOLVING NONLINEAR PROBLEMS, THIS METHOD PROVED TO BE UNSUITABLE FOR PROBLEMS WITH HIGH STIFFNESS.


doi: 10.18698/2309-3684-2014-4-95119


The paper is aimed at research of the (m,k)-method, CROS, finite superelement method and 4-stage explicit Runge–Kutta method for solving stiff systems of ordinary differential equations. Analysis of tests results showed that the best choice for systems with high stiffness is CROS. The finite superelement method is the «precise» method for solving linear systems of ordinary differential equations, the best supporting method for its implementation is (4,2)-method. The variation of the finite superelement method has been built and tested for solving nonlinear problems, this method proved to be unsuitable for problems with high stiffness.


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Galanin M., Khodzhaeva S. Development and testing for methods of solving stiff ordinary differential equations. Маthematical Modeling and Coтputational Methods, 2014, №4 (4), pp. 95-119



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