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Description and Evaluation of a Stiff ODE Code DSTIFF

Authors :
Gopal Gupta
Source :
SIAM Journal on Scientific and Statistical Computing. 6:939-950
Publication Year :
1985
Publisher :
Society for Industrial & Applied Mathematics (SIAM), 1985.

Abstract

The paper describes and evaluates DSTIFF, a set of subroutines for solving stiff ordinary differential equations. The code is somewhat similar to the well-known packages LSODE, GEAR and DIFSUB but the present set of subroutines are based on least squares multistep formulas rather than the BDF. The paper describes the formulas used in the code, the structure of the code and the heuristics used, and evaluates its performance. The code seems to be much more efficient than LSODE in solving stiff equations which have Jacobians with eigenvalues having large imaginary parts.On other problems, DSTIFF is as efficient as LSODE on larger tolerances and somewhat less efficient than LSODE on stringent tolerances.

Details

ISSN :
21683417 and 01965204
Volume :
6
Database :
OpenAIRE
Journal :
SIAM Journal on Scientific and Statistical Computing
Accession number :
edsair.doi...........faa854097922710b96eb6564d67fd733