Accuracy of implicit dimsims with extrapolation

Annie Gorgey

Abstract

The main aim of this article is to present recent results concerning diagonal implicitmultistage integration methods (DIMSIMs) with extrapolation in solving stiff problems. Implicit methods with extrapolation have been proven to be very useful in solving problems with stiff components. There are many articles written on extrapolation of Runge-Kutta methods however fewer articles on extrapolation were written for general linear methods. Passive extrapolation is more stable than active extrapolation as proven in many literature when solving stiff problems by the Runge-Kutta methods. This article takes the first step by investigating the performance of passive extrapolation for DIMSIMs type-2 methods. In the variable stepsize and order codes, order-2 and order-3 DIMSIMs with extrapolation are investigated for Van der Pol and HIRES problems. Comparisons are made with ode23 solver and the numerical experiments showed that implicit DIMSIMs with extrapolation has greater accuracy than the method itself without extrapolation and ode23

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