Abstract
This paper describes an implementation of multistep collocation methods, which are applicable to stiff differential problems, singular perturbation problems, and D.A.E.s of index 1 and 2.
These methods generalize one-step implicit Runge-Kutta methods as well as multistep one-stage BDF methods. We give numerical comparisons of our code with two representative codes for these methods, RADAU5 and LSODE.
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Schneider, S. Numerical experiments with a multistep Radau method. BIT 33, 332–350 (1993). https://doi.org/10.1007/BF01989754
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DOI: https://doi.org/10.1007/BF01989754