An Accurate Block Solver for Stiff Initial Value Problems

New implicit block formulae that compute solution of stiff initial value problems at two points simultaneously are derived and implemented in a variable step size mode. The strategy for changing the step size for optimum performance involves halving, increasing by a multiple of 1.7, or maintaining the current step size. The stability analysis of the methods indicates their suitability for solving stiff problems. Numerical results are given and compared with some existing backward differentiation formula algorithms. The results indicate an improvement in terms of accuracy.

MULTIPARAMETER PARALLEL SEARCH BRANCH SWITCHING

A continuation method (sometimes called path following) is a way to compute solution curves of a nonlinear system of equations with a parameter. We derive a simple algorithm for branch switching at bifurcation points for multiple parameter continuation, where surfaces bifurcate along singular curves on a surface. It is a generalization of the parallel search technique used in the continuation code AUTO, and avoids the need for second derivatives and a full analysis of the bifurcation point. The one parameter case is special. While the generalization is not difficult, it is nontrivial, and the geometric interpretation may be of some interest. An additional tangent calculation at a point near the singular point is used to estimate the tangent to the singular set.