Abstract
A new algorithm is given in this paper, which uses functional iteration to solve the implicit equations generated by the Adams-Moulton method. Compared with traditional function iteration, it has three advantages: (1) the center of the circle of convergence for the iteration moves to the left in hλ plane; (2) the radius of the circle is much enlarged; (3) for a fixed number of iterations, in practice, we can view it as an “explicit” method since it has a very large absolute stability region. The method is very suitable for stiff system, especially for very large systems.
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Han, T.M., Han, Y. Solving Implicit Equations Arising from Adams-Moulton Methods. BIT Numerical Mathematics 42, 336–350 (2002). https://doi.org/10.1023/A:1021951025649
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DOI: https://doi.org/10.1023/A:1021951025649