Novel Pade-based algorithms for numerical integration of ODEs
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 Pade 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
differential equations integral equations numerical analysis