SINGLY DIAGONALLY IMPLICIT RUNGE-KUTTA METHODS WITH AN EXPLICIT FIRST STAGE

摘要

The purpose of this paper is to construct methods for solving stiff ODEs, in particular singular perturbation problems. We consider embedded pairs of singly diagonally implicit Runge-Kutta methods with an explicit first stage (ESDIRKs). Stiffly accurate pairs of order 3/2, 4/3 and 5/4 are constructed.