A simple convergent solver for initial value problems
Numerical Analysis
2009-07-06 v1 General Topology
Abstract
We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the solution of mildly stiff problems and it can also be applied directly to differential problems in the complex plane.
Cite
@article{arxiv.0907.0693,
title = {A simple convergent solver for initial value problems},
author = {Rafael G. Campos and Francisco Dominguez Mota},
journal= {arXiv preprint arXiv:0907.0693},
year = {2009}
}
Comments
13 pages