Robertson's example models a representative reaction kinetics as a set of three ordinary diierential equations. After an introduction to the application in chemical engineering, a theoretical stiiness analysis is presented. Its results are connrmed by numerical experiments, and the performances of a non-stii and a stii numerical solver are contrasted. The methods used in this note showcase a po...

Implicit Runge-Kutta integration algorithms based on generalized coordinate partitioning are presented for numerical solution of the differential-algebraic equations of motion of multibody dynamics. Second order integration formulas are derived from well known first order Runge-Kutta integrators, defining independent generalized coordinates and their first time derivative as functions of indepe...

Neumaier’s Method For The Solution Of Initial Value Problems For Stiff Ordinary Differential Equations Annie Hsiao Chen Yuk Master of Science Graduate Department of Computer Science University of Toronto 2005 Compared with standard numerical methods for initial value problems (IVPs) for ordinary differential equations (ODEs), validated methods not only compute a numerical solution to a problem,...

Approximating solutions to singularly perturbed differential equations necessitates the use of stable integrators. One famous approach is to split the equation into stiff and non-stiff parts. Treating stiff parts implicitly, non-stiff ones explicitly leads to so-called IMEX schemes. These schemes are supposed to exhibit very good accuracy and uniform stability, however, not every (seemingly rea...

A semi-implicit formulation of the method of spectral deferred corrections (SISDC) for ordinary differential equations with both stiff and non-stiff terms is presented. Several modifications and variations to the original spectral deferred corrections method by Dutt, Greengard, and Rokhlin concerning the choice of integration points and the form of the correction iteration are presented. The st...

In the last years, the theory of numerical methods for system of non-stiff and stiff ordinary differential equations has reached a certain maturity. So, there are many excellent codes which are based on Runge–Kutta methods, linear multistep methods, Obreshkov methods, hybrid methods or general linear methods. Although these methods have good accuracy and desirable stability properties such as A...

Stiff systems of ordinary differential equations are characterized by an initial phase in which the solution changes rapidly. Often there is no interest in reproducing this transient phase. A method is proposed for modifying the initial value if the system of differential equations is separably stiff, i.e. is characterized by the occurrence of a few (typically one) large negative real eigenvalu...

We develop a class of numerical methods for stiff systems, based on the method of exponential time differencing. We describe schemes with secondand higher-order accuracy, introduce new Runge–Kutta versions of these schemes, and extend the method to show how it may be applied to systems whose linear part is nondiagonal. We test the method against other common schemes, including integrating facto...

in this paper, we consider an implicit block backwarddifferentiation formula (bbdf) for solving volterraintegro-differential equations (vides). the approach given in thispaper leads to numerical methods for solving vides which avoid theneed for special starting procedures. convergence order and linearstability properties of the methods are analyzed. also, methods withextensive stability region ...

In this paper, linear and non-linear stiff systems of ordinary differential equations are solved by the multi-stage homotopy perturbation method (MHPM). The MHPM is a technique adapted from the standard homotopy perturbation method (HPM) where standard HPM is converted into a hybrid numeric-analytic method called multistage homotopy perturbation method (HPM). The MHPM is tested for several exam...