Third Order (m, k)-Method for Solving Stiff Systems of ODEs and DAEs

摘要

The Cauchy problem for stiff systems of ODEs unresolved with respect to derivative arises in electrical engineering, chemical kinetics and other important areas. Authors derived an L-stable (5, 3)-method for solving the first index systems of DAEs. An algorithm of the alternating integration stepsize based on this method is formulated. The algorithm allows freezing the Jacobian matrix of the system to be solved. Numerical results confirming the efficiency of the new algorithm are given.