A simple convergent solver for initial value problems

Details A simple convergent solver for initial value problems A simple convergent solver for initial value problems

2009-07-03

arxiv.org/abs/0907.0693v1

Mathematics

Numerical Analysis

13 pages

Scientific paper

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.

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