A simple convergent solver for initial value problems

2009/07/03 by Rafael G. Campos, Campos, Rafael G., Francisco J. Domínguez-Mota +1
Engineering · Mathematics · #65D25 #65L05 #65L20 #Advanced Numerical Methods in Computational Mathematics #Electromagnetic Simulation and Numerical Methods #FOS: Mathematics #General Topology (math.GN) #Numerical Analysis (math.NA) #Numerical methods for differential equations

paper · pdf · doi:10.48550/arxiv.0907.0693

openalex publication_date 2009/07/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

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.

Citations

• Differentiation matrices for meromorphic functions

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