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A simple A2-stable numerical method for state space models with stiff oscillations

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  • Eitelberg, Eduard

Abstract

Dynamic systems that at the same time exhibit slow as well as rapidly oscillating transients are difficult to simulate numerically. In this paper the Ai-stability (a sub-division of A-stability) is defined and then a simple A2, general purpose method is presented which eases the above mentioned problem by effectively damping out the stiff oscillations.

Suggested Citation

  • Eitelberg, Eduard, 1983. "A simple A2-stable numerical method for state space models with stiff oscillations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 25(4), pages 346-355.
    • Handle: RePEc:eee:matcom:v:25:y:1983:i:4:p:346-355
    DOI: 10.1016/0378-4754(83)90054-X
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    References listed on IDEAS

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    1. Vichnevetsky, R., 1979. "Stability charts in the numerical approximation of partial differential equations: a review," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 21(2), pages 170-177.
    2. Eitelberg, Eduard, 1979. "Numerical simulation of stiff systems with a diagonal splitting method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 21(1), pages 109-115.
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