L-Stable Method of Second Order for Solving of Stiff Non-Autonomous Problems

Evgeniy A. Novikov, Yuri V. Shornikov, and Bazarbek U. Uatay

Keywords

Stiff Problem, OneStep Method, LStability, Control of Accuracy

Abstract

A second order of accuracy L-stable (2,1)-method of was constructed for solving stiff non-autonomous problems. The right side of initial system of equations is calculated once at each step and the Jacobi matrix is decomposed once. The efficiency of integration method is demonstrated in example of ring modulator computing.

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