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2. High-order digital integrators
Numerical methods such as the trapezoidal rule, the midpoint rule and, above all, the implicit Euler method (see § 1.4 ) are certainly suitable for solving steep problems, but their major drawback is their lack of precision. In practice, we need higher-order methods which, however, remain effective for steep problems. We will discuss implicit Runge-Kutta...
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High-order digital integrators
Methods for special problems
References
General works
Computer programs
For solving stiff differential equations, there are some excellent public domain programs available for download from the Internet.
n http://www.unige.ch/~hairer/software.html
RADAU5 is based on an implicit Runge-Kutta method (Radau IIA, § 2.1.1) of order 5.
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Authors' Internet addresses
Ernst HAIRER
e-mail : [email protected]
Gerhard WANNER
email : [email protected]
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