Title
Initial Value Routines in the NAG Library
Abstract
The hmtorical development of the initial value routines m the NAG library ordinary differential equations chapter ts described. The current contents of the chapter are dmcussed in detail, with emphasis on the overall design of the chapter and on the design of the individual routines in the Runge-Kutta section. This section and the Adams and backward differentmtion formula sections were all designed to simplify switching between calls to routines m the different sectmns. Within each sectmn there is a main routine with a number of novel interrupt features and also a collection of driver routines which exploit these interrupts. Each of these routines has essentially the same calling sequence as the corresponding routine in the other sections. To achieve this standardization between sections of the chapter, It was necessary to provide an intermediate output facility for the RungeKutta routine. The implementation of this novel facility IS discussed in some detail. Also discussed m a new test used m a Runge-Kutta routine to determine whether a differential system is stiff. The same routine independently calculates global error estimates. Finally, plans for the immediate future development of the chapter are outlined.
Year
DOI
Venue
1979
10.1145/355853.355856
ACM Trans. Math. Softw.
Keywords
Field
DocType
ordinary differential equations,nag library,initial value routines,initial value problems,program libraries,runge kutta,ordinary differential equation,initial value problem
Mathematical optimization,Initial value problem,Calculus,Mathematics
Journal
Volume
Issue
Citations 
5
4
8
PageRank 
References 
Authors
4.14
4
1
Name
Order
Citations
PageRank
Ian Gladwell16612.63