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

Eduard Eitelberg

Mathematics and Computers in Simulation (MATCOM), 1983, vol. 25, issue 4, 346-355

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.

Date: 1983
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:25:y:1983:i:4:p:346-355

DOI: 10.1016/0378-4754(83)90054-X

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