Explicit time-stepping for stiff ODEs
Journal article, 2003

We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much larger than what is indicated by classical stability analysis. For many stiff problems the cost of the stabilizing small time steps is small, so the improvement is large. We illustrate the technique on a number of well-known stiff test problems.

Explicit Euler

Galerkin methods

Stiff ODE

Explicit methods

Author

Kenneth Eriksson

University of Gothenburg

Chalmers, Department of Computational Mathematics

Claes Johnson

University of Gothenburg

Chalmers, Department of Computational Mathematics

Anders Logg

Chalmers, Department of Computational Mathematics

University of Gothenburg

SIAM Journal of Scientific Computing

1064-8275 (ISSN) 1095-7197 (eISSN)

Vol. 25 4 1142-1157

Subject Categories

Mathematics

Computational Mathematics

DOI

10.1137/S1064827502409626

More information

Created

10/7/2017