Novel Padé‐based algorithms for numerical integration of ODEs

Marissa Condon ^[1] ; Emira Dautbegovic ^[2] ; Tao Xu ^[1]
1. [1] Dublin City University
  
  Dublin City University
  
  Irlanda
2. [2] Qimonda AG
Localización: Compel: International journal for computation and mathematics in electrical and electronic engineering, ISSN 0332-1649, Vol. 27, Nº 6 (Special Issue: 3rd Edition Italian Finite Element Method), 2008, págs. 1402-1417
Idioma: inglés
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Resumen
- Purpose – The paper aims to propose several new approaches for the discrete‐time integration of stiff non‐linear differential equations.
  
  Design/methodology/approach – The proposed approaches build on a method developed by the authors involving Padé approximates about each function sample. Both single‐ and multi‐step methods are suggested. The use of Richardson extrapolation is recommended for increasing efficiency.
  
  Findings – The efficacy of the methods is shown using two examples and results are compared to a standard integration technique.
  
  Originality/value – The paper shows that the methods are suitable for application in any field of science requiring efficient and accurate numerical solution of stiff differential equations.