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Article information
2008 , Volume 13, ¹ 3, p.54-64
Zverev V.G., Goldin V.D.
On one special difference scheme for solution of a stiff ordinary differential equation
A special one-step finite difference scheme for numerical analysis of the stiff Cauchy problem for a first order ordinary differential equation is proposed. It has uniform convergence on small parameter and is based on application of the asymptotic Laplace method for estimation of the integral solution of the Cauchy problem. A second order rational approximation of this special difference scheme is given. The comparison of the proposed difference scheme as well as its approximation efficiency with other known one-step difference methods is carried out on test problems.
[full text] Author(s):
Zverev Valentin Georgievich
Office: Tomsk State University
Address: 634029, Russia, Tomsk
Phone Office: (3822) 52 96 69
E-mail: zverev@ntipsnm.tsu.ru
Goldin V D
Office: Tomsk State University
Address: 634029, Russia, Tomsk
Phone Office: (3832)232791
E-mail: vgz@niipmm.tsu.tomsk.su
Bibliography link:
Zverev V.G., Goldin V.D. On one special difference scheme for solution of a stiff ordinary differential equation // Computational technologies. 2008. V. 13. ¹ 3. P. 54-64
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