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Stiff differential equations solved by Radau methods

โœ Scribed by Ernst Hairer; Gerhard Wanner


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
860 KB
Volume
111
Category
Article
ISSN
0377-0427

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โœฆ Synopsis


Radau IIA methods are successful algorithms for the numerical solution of sti di erential equations. This article describes RADAU, a new implementation of these methods with a variable order strategy. The paper starts with a survey on the historical development of the methods and the discoveries of their theoretical properties. Numerical experiments illustrate the behaviour of the code.


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