Second-order linearly implicit methods for stiff differential equations

Abstract

The second-order linearly implicit method of Steihaug and Wolfbrandt is found to give poor numerical accuracy if unsuitable error estimates are used. The criteria for satisfactory error estimates are discussed. A general procedure for deriving second-order linearly implicit methods is described. A typical method derived by this procedure is found to compare favourably with Gear's method when only moderate accuracy is required.

Keywords:

• Stiff differential equations
• linearly implicit
• L-stable

C.R. Categories:

• 5.17