BIT Numerical Mathematics

, Volume 33, Issue 2, pp 332–350 | Cite as

Numerical experiments with a multistep Radau method

  • Stefan Schneider
Part II Numerical Mathematics
Received:
Revised:

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.

Subject classifications

AMS(MOS): 65L06 

Key words

Multistep collocation method continuous solution stability 
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Copyright information

© BIT Foundation 1993

Authors and Affiliations

  • Stefan Schneider
    • 1
  1. 1.Département de mathématiquesUniversité de GenèveGenève 24Switzerland

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