High-Order A-Stable Averaging Algorithms for Stiff Differential Systems.

摘要

A-stable algorithms of orders of accuracy p = 4,5, and 6 are proposed for solving stiff systems of differential equations. These algorithms are based on forming suitable averages (linear combinations) of 2,3, and 4 A-stable solutions, respectively, each computed by a different number of a two parameter-class of second-order, three-step linear integration formulas. The present algorithms lend themselves naturally to parallel processing. Numerical results are given for two test problems.