High-order digital integrators
Numerical integration of stiff differential equations
Article REF: AF653 V1
High-order digital integrators
Numerical integration of stiff differential equations

Authors : Ernst HAIRER, Gerhard WANNER

Publication date: October 10, 2007 | Lire en français

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2. High-order digital integrators

Numerical methods such as the trapezoidal rule, the midpoint rule and, above all, the implicit Euler method (see § 1.4 ) are certainly suitable for solving steep problems, but their major drawback is their lack of precision. In practice, we need higher-order methods which, however, remain effective for steep problems. We will discuss implicit...

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