An Accurate Block Solver for Stiff Initial Value Problems

An automatic multistep method for solving stiff initial value problems

A multistep method with matricial coefficients is developed. It can be used to solve stiff initial value problems of the form y’= Ay + g(x,y). This method bears the nature of the classical Adams-Bashforth-Moulton PC formula and can be shown to be consistent, convergent and A-stable. A careful reformulation of this method legitimatizes the implementation of this algorithm in a variable-step vari...

A new variable step size block backward differentiation formula for solving stiff initial value problems

Fully Implicit 3-Point Block Extended Backward Differentiation Formula for Stiff Initial Value Problems

A new block extended backward differentiation formula suitable for the integration of stiff initial value problems is derived. The procedure used involves the use of an extra future point which helps in improving the performance of an existing block backward differentiation formula. The method approximates the solution at 3 points simultaneously at each step. Accuracy and stability properties o...

A simple convergent solver for initial value problems

We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the solution of mildly stiff problems and it can also be applied directly to differential problems in the complex plane.

We a Highly Accurate Solver for Stiff Ordinary Differential Equations

correction scheme for the corresponding Picard integral equation. Our solver relies on the assumption that the solution can be accurately represented by a combination of carefully selected complex exponentials. The solver’s accuracy and stability rely on the computation of highly accurate quadrature weights for the integration of the selected exponentials on equidistant nodes. We analyze our so...