Evaluation of a Global Method Applied to Stiff Ordinary Differential Equations

摘要

A global method for the initial-value problem is re-evaluated as a method for solving stiff ODEs. In the non-stiff case this method is unsuitable because the difference equation obtained, possesses a dominant parasitic solution. For stiff problems, however, the parasitic solution does not become dominant and the method may be applied. The method is insensitive to the stiffness of the problem. Numerical results show that the method is robust and reliable for solving stiff systems of ordinary differential equations, and that it is efficient when moderate accuracy is desired.