Partioned Runge-Kutta methods

Seminar Scientific Computing - Winter Term 2010/2011

Partioned Runge-Kutta methods with Stiffness Detection and Stepsize Control

For ODEs which contain stiff and non-stiff parts often so-called partioned Runge-Kutta methods are used, i.e. the non-stiff part is integrated with the help of an explicit Runge-Kutta-method, the stiff part with an implicit Runge-Kutta scheme. For such schemes an automatic stiffness detection is important. As for usual Runge-Kutta schemes automatic stepsize selection can be implemented with the help of embedding.

Previous knowledge: Introduction into Scientific Computing

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