Half-explicit Runge-Kutta methods for semi-explicit differential-algebraic equations of index 1
β Scribed by M. Arnold; K. Strehmel; R. Weiner
- Publisher
- Springer-Verlag
- Year
- 1993
- Tongue
- English
- Weight
- 1022 KB
- Volume
- 64
- Category
- Article
- ISSN
- 0029-599X
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π SIMILAR VOLUMES
Implicit-explicit (IMEX) linear multistep time-discretization schemes for partial differential equations have proved useful in many applications. However, they tend to have undesirable time-step restrictions when applied to convection-diffusion problems, unless diffusion strongly dominates and an ap
The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic diff