Summary
This paper discussesrational Runge-Kutta methods for stiff differential equations of high dimensions. These methods are explicit and in addition do not require the computation or storage of the Jacobian. A stability analysis (based onn-dimensional linear equations) is given. A second orderA 0-stable method with embedded error control is constructed and numerical results of stiff problems originating from linear and nonlinear parabolic equations are presented.
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References
Hindmarsh, A.C., Byrne, G.D.: Applications of EPISODE. In: Numerical methods for differential systems. L. Lapidus, W.E. Schiesser (eds.), New York: Academic Press, 1976
Wambecq, A.: Rational Runge-Kutta method for solving systems of ordinary differential equations. Computing20, 333–342 (1978)
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Hairer, E. Unconditionally stable explicit methods for parabolic equations. Numer. Math. 35, 57–68 (1980). https://doi.org/10.1007/BF01396370
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DOI: https://doi.org/10.1007/BF01396370