arXiv:0907.0693 Abstract | arXiv Analytics

arXiv:0907.0693 [math.NA]Abstract References Reviews Resources

A simple convergent solver for initial value problems

Rafael G. Campos, Francisco Dominguez Mota

Published 2009-07-03Version 1

We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the solution of mildly stiff problems and it can also be applied directly to differential problems in the complex plane.

Comments: 13 pages

Categories: math.NA, math.GN

Subjects: 65D25, 65L05, 65L20

Keywords: simple convergent solver, solving initial value problems, convergent method, differentiation matrices, complex plane

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