High-order stiff ODE solvers via automatic differentiation and rational prediction

Abstract:

A class of higher order methods is investigated which can be viewed as implicit Taylor series methods based on Hermite quadratures. Improved automatic differentiation techniques for the claculation of the Taylor-coefficients and their Jacobians are used. A new rational predictor is used which can allow for larger step sizes on stiff problems.

Año de publicación:

1997

Keywords:

Fuente:

scopus