A variable-step variable-order algorithm for systems of stiff odes

Abstract

A variable-step variable-order algorithm for stiff ODEs based on previously derived stabilized extended one-step methods is established. The developed code is tested on certain initial-value problems for systems of ODEs contained in the test set proposed by CWI

Keywords:

• Initial-value problems
• ODEs
• extended one-step methods
• A-stability
• L-stability
• numerical algorithms

C.R.Categories:

• G1.7

^* Research Assistent of the University of Gent

^dagger;Research Director of the National Fund for Scientific Research(N.F.W.O.Belgium)

^* Research Assistent of the University of Gent

^dagger;Research Director of the National Fund for Scientific Research(N.F.W.O.Belgium)

Notes

^* Research Assistent of the University of Gent

^dagger;Research Director of the National Fund for Scientific Research(N.F.W.O.Belgium)