Novel Padé‐based algorithms for numerical integration of ODEs
ISSN: 0332-1649
Article publication date: 14 November 2008
Abstract
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 Padé 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.
Keywords
Citation
Condon, M., Dautbegovic, E. and Xu, T. (2008), "Novel Padé‐based algorithms for numerical integration of ODEs", COMPEL - The international journal for computation and mathematics in electrical and electronic engineering, Vol. 27 No. 6, pp. 1402-1417. https://doi.org/10.1108/03321640810905864
Publisher
:Emerald Group Publishing Limited
Copyright © 2008, Emerald Group Publishing Limited