An MEBDF code for stiff initial value problems

ABSTRACT

In two recent papers one of the present authors has proposed a class of modified extended backward differentiation formulae for the numerical integration of stiff initial value problems. In this paper we describe a code based on this class of formulae and discuss its performance on a large set of stiff test problems.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.7 Ordinary Differential Equations
          Subjects: Initial value problems

Additional Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.7 Ordinary Differential Equations
          Subjects: Stiff equations; Multistep and multivalue methods

General Terms:
Algorithms, Performance

Keywords:
A-stability, modified extended backward differentiation formulae, stiff initial value problems