Abstract
The numerical solution of systems of differential equations of the formB dx/dt=σ(t)Ax(t)+f(t),x(0) given, whereB andA (withB and —(A+A T) positive definite) are supposed to be large sparse matrices, is considered.A-stable methods like the Implicit Runge-Kutta methods based on Radau quadrature are combined with iterative methods for the solution of the algebraic systems of equations.
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On leave from Chalmers University of Technology, Göteborg, Sweden.
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Axelsson, O. On the efficiency of a class of a-stable methods. BIT 14, 279–287 (1974). https://doi.org/10.1007/BF01933227
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DOI: https://doi.org/10.1007/BF01933227