A Numerical Method to Integrate Stiff Systems of Ordinary Differential Equations
Abstract:
A method is described for the efficient integration of stiff systems of ordinary differential equations. The method, based on a predictor-corrector formulation, uses the Jacobian in a non-standard fashion. The resulting program is compared with EPISODE, a standard stiff integrator, for a number of systems of ordinary differential equations. The results show that the procedure is usually competitive with EPISODE and is more efficient for some problems.
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