Development of exponential integrator based on classical Runge—Kutta method and it's application for solving stiff systems

Galanin M. P.; Konev S. A.

Abstract:

The paper deals with numerical method for solving stiff systems of ordinary differential equations. The new method RK4exp is derived on the base of classical four-stage Runge—Kutta method. The convergence of RK4exp is proved and it's stability function is calculated. Theoretical results are verified with numerical experiments.

Keywords:

ordinary differential equations, numerical methods, exponential integrators, Runge—Kutta methods

Publication language: russian, pages: 24

Research direction:

Mathematical problems and theory of numerical methods

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About authors:

Galanin Mikhail Pavlovich, , ,

Konev Stanislav Andreevich, , ,