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

  • G. F. Corliss
  • A. Griewank
  • P. Henneberger
  • G. Kirlinger
  • F. A. Potra
  • H. J. Stetter
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 1196)

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.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • G. F. Corliss
    • 1
  • A. Griewank
    • 2
  • P. Henneberger
    • 2
  • G. Kirlinger
    • 3
  • F. A. Potra
    • 4
  • H. J. Stetter
    • 3
  1. 1.Dept of Math, Stat and Comp SciMarquette UniversityMilwaukeeUSA
  2. 2.Institut fuer Wissenschaftliches RechnenTU DresdenDresdenGermany
  3. 3.TU WienWienAustria
  4. 4.Dept of MathematicsThe University of IowaIowa CityUSA

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