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7 votes
Accepted

Does this second-order implicit Runge-Kutta method have a name?

As Wolfgang stated in the comments, this is not a traditional RK due to the inconsistent time evaluations within a stage. At first it would seem it can't even be cast as an additive RK since terms ...
Steven Roberts's user avatar
7 votes
Accepted

Stiff ODE solver in the web browser

I am the author of diffeq-js (https://github.com/martinjrobins/diffeq-js), which is a javascript library for solving DAE (and ODE) models in the browser using ...
Martin Robinson's user avatar
1 vote

Local truncation error of given implicit 1-step scheme

You insert the exact solution on both sides so that $y'(t_{n+1})=f(t_{n+1},y(t_{n+1}))$ and $y''(t_{n})=f'(t_{n},y(t_{n}))$. Thus \begin{align} O(h^{p+1})=g(h)&=-y(t+h)+y(t)+\frac{h}{6}[4y'(t)+2y'(...
Lutz Lehmann's user avatar
  • 6,109
1 vote

Solving a PDE implicitly by iteration in python

To answer your questions: Is there any better way to do it without being able to use matrix notation? Yes, there are alternative ways, but this is not the best approach. In other words, this method (...
Hassan Saleem's user avatar

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