Comparative numerical solutions of stiff Ordinary differential equations using magnus series expansion method
Journal: NEW TRENDS IN MATHEMATICAL SCIENCES (Vol.3, No. 1)Publication Date: 2015-03-01
Authors : SURE KÖME; Mehmet Tarık ATAY; Aytekin ERYILMAZ; Cahit KÖME; Samuli PIIPPONEN;
Page : 35-45
Keywords : Linear Differential Equations Magnus Series Expansion Method Stiff Problems Geometric Integration Lie Group Method;
Abstract
In this paper, we investigated the effect of Magnus Series Expansion Method on homogeneous stiff ordinary differential equations with different stiffness ratios. A Magnus type integrator is used to obtain numerical solutions of two different examples of stiff problems and exact and approximate results are tabulated. Furthermore, absolute error graphics are demonstrated in detail.
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