Explicit Time-Stepping for Stiff ODEs

Authors:
Kenneth Eriksson;Claes Johnson;Anders Logg
Affiliations:
-;-;-
Venue:
SIAM Journal on Scientific Computing
Year:
2003

Citing 0
Cited 8

Multi-adaptive time integration

Applied Numerical Mathematics - Special issue: Workshop on innovative time integrators for PDEs
Exponential fitting BDF algorithms: explicit and implicit 0-stable methods

Journal of Computational and Applied Mathematics - Special issue on computational and mathematical methods in science and engineering (CMMSE-2004)
Second-order accurate projective integrators for multiscale problems

Journal of Computational and Applied Mathematics
Accuracy analysis of acceleration schemes for stiff multiscale problems

Journal of Computational and Applied Mathematics
Stabilization of explicit methods for convection diffusion equations by discrete mollification

Computers & Mathematics with Applications
Interlaced Euler scheme for stiff systems of stochastic differential equations

Proceedings of the 2009 ACM symposium on Applied Computing
Application of Discontinuous Galerkin Methods for Reaction-Diffusion Systems in Developmental Biology

Journal of Scientific Computing
Asymptotic-preserving Projective Integration Schemes for Kinetic Equations in the Diffusion Limit

SIAM Journal on Scientific Computing

Quantified Score

Hi-index	0.00

Visualization

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.