How to avoid accuracy and order reduction in Runge–Kutta methods as applied to stiff problems

Autor: L. M. Skvortsov
Rok vydání: 2017
Předmět:
Zdroj: Computational Mathematics and Mathematical Physics. 57:1124-1139
ISSN: 1555-6662
0965-5425
DOI: 10.1134/s0965542517070119
Popis: The solution of stiff problems is frequently accompanied by a phenomenon known as order reduction. The reduction in the actual order can be avoided by applying methods with a fairly high stage order, ideally coinciding with the classical order. However, the stage order sometimes fails to be increased; moreover, this is not possible for explicit and diagonally implicit Runge–Kutta methods. An alternative approach is proposed that yields an effect similar to an increase in the stage order. New implicit and stabilized explicit Runge–Kutta methods are constructed that preserve their order when applied to stiff problems.
Databáze: OpenAIRE