Survey of numerical methods for ordinary differential equations
Significant progress has been made in recent years in the numerical solution of initial-value problems for ordinary differential equations. Algorithmic and software advances have been substantial, leading to code improvements in the areas of overall efficiency, reliability, robustness (the ability to diagnose and handle unexpected difficulties or misuse of the codes), and convenience (ease of use). Good codes are now readily available, and difficult nonstiff as well as many stiff problems are currently being solved rather routinely. Stiff problems remain relatively expensive to solve, and current stiff solvers are somewhat less reliable than nonstiff counterparts; however, it is expected that the next generation of ODE software will substantially improve on some of these drawbacks. This survey paper briefly outlines some of the best methods being used, identifies some software, and mentions some of the current research directions. Particular emphasis is given to methods and codes aimed at solving stiff problems. 95 references.
- Research Organization:
- Sandia National Labs., Albuquerque, NM (USA)
- OSTI ID:
- 5271147
- Report Number(s):
- SAND-79-2476; CONF-800347-2
- Country of Publication:
- United States
- Language:
- English
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