Explicit Time-Stepping for Stiff ODEs
Numerical Analysis
2012-05-15 v1
Abstract
We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much larger than what is indicated by classical stability analysis. For many stiff problems the cost of the stabilizing small time steps is small, so the improvement is large. We illustrate the technique on a number of well-known stiff test problems.
Cite
@article{arxiv.1205.2751,
title = {Explicit Time-Stepping for Stiff ODEs},
author = {Kenneth Eriksson and Claes Johnson and Anders Logg},
journal= {arXiv preprint arXiv:1205.2751},
year = {2012}
}