"An algorithm of variable order and step based on stages of the Dormand-Prince method of the eighth order of accuracy"
Novikov A.E., Novikov E.A.

     An inequality is obtained to control the stability of the 13-stage Dormand-Prince method of the eighth order of accuracy. A first-order method with an expanded stability domain is proposed on the basis of the first seven stages. An algorithm of variable order is formulated. Some numerical results for stiff systems are discussed; these results confirm an efficiency increase of the variable-order method in comparison with a fixed-order scheme.

Novikov A.E.     e-mail: jibuti88@mail.ru
Novikov E.A.     e-mail: novikov@icm.krasn.ru