TY - EJOU
AU - Liu, Chein-Shan
TI - Nonstandard Group-Preserving Schemes for Very Stiff Ordinary Differential Equations
T2 - Computer Modeling in Engineering \& Sciences
PY - 2005
VL - 9
IS - 3
SN - 1526-1506
AB - The group-preserving scheme developed by Liu (2001) for calculating the solutions of k-dimensional differential equations system adopted the Cayley transform to formulate the Lie group from its Lie algebra A ∈ so(k,1). In this paper we consider a more effective exponential mapping to derive exp(hA). In order to overcome the difficulty of numerical instabilities encountered by employing group-preserving schemes on stiff differential equations, we further combine the nonstandard finite difference method into the group-preserving schemes to obtain unconditional stable numerical methods. They provide single-step explicit time integrators for stiff differential equations. Several numerical examples are examined, some of which are compared with exact solutions showing that the nonstandard group-preserving schemes have good computational efficiency and certain accuracy.
KW - Stiff differential equations
KW - nonstandard group-preserving scheme
KW - A-stable
KW - L-stable
DO - 10.3970/cmes.2005.009.255