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Exploiting the separability in the solution of systems of linear ordinary differential equations. (English) Zbl 0683.65052
The first order system: \(y'=A(t)y+b(t),\quad y(a)=y_ 0,\) is called separable if the number of stiff eigenvalues of A(t) is k with \(k<<s\). In this paper the method of the first author for stiff systems [Lect. Notes Math. 1066, 30-43 (1984; Zbl 0542.65037) and BIT 23, 329-345 (1983; Zbl 0523.65053)] is implemented supposing k known. The efficiency of the code as function of k/s is systematically analyzed and a family of test examples is presented.
Reviewer: A.de Castro

65L05 Numerical methods for initial value problems
34A30 Linear ordinary differential equations and systems, general
Full Text: DOI
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