Optimization Methods and Control Theory

Heterogeneous integration algorithm of based three-stages methods

E. A. Novikov

Institute of Computational Modelling, Siberian Branch of the Russian Academy of Sciences, Krasnoyarsk

Abstract: An $L$-stable method and an explicit Runge–Kutta type scheme are constructed, both schemes of order three. The most effective numerical scheme is chosen for each step by means of stability control inequality.

Key words and phrases: stiff problems, algorithms of variable configuration, control accuracy and stability.

UDC: 519.622

Received: 16.11.2012