Explicit TimeStepping for Stiff ODEs
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 wellknown stiff test problems.
 Publication:

arXiv eprints
 Pub Date:
 May 2012
 DOI:
 10.48550/arXiv.1205.2751
 arXiv:
 arXiv:1205.2751
 Bibcode:
 2012arXiv1205.2751E
 Keywords:

 Mathematics  Numerical Analysis;
 65L05;
 65L07;
 65L20;
 65L50;
 65L60;
 65L70;
 65M12
 EPrint:
 SIAM Journal on Scientific Computing 25(4), pp. 11421157 (2003)