Novel Padé‐based algorithms for numerical integration of ODEs

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.

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