A program for the numerical solution of large sparse systems of algebraic and implicitly defined stiff differential equations

摘要

This report documents a program for the numerical solution oflarge sparse systems of algebraic and implicitly defined stiff differentialequations. The principal use is intended to be the solution ofdifferential equations arising from time dependent partial differentialequations when the finite element method is used to discretize thespace domain. The use of compact matrix storage techniques and iterationfor the solution of the quasi-Newton iterates in Gear's method makesthe program extremely efficient both in terms of storage requirementsand execution times.