Abstract:
The paper introduces an algorithm for the numerical solution of initial value problems for systems of ordinary differential equations (ODE). The algorithm uses the Rosenbrock-type and the Runge-Kutta-type schemes with Jacobian freezing and automatic step size control policy based on the global error estimation. Some examples of solution of test problems are given.
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DOI:
Issue
Pages:
95-101
File:
novikov_0.pdf
(1.84 MB)