Numerical experiments with a multistep Radau method (Q688641): Difference between revisions

The author describes the implementation of multistep collocation methods for the following problem \(y'=f(x,y)\), \(y(x_ 0)=y_ 0\), where \(f: \mathbb{R}\times \mathbb{R}^ n\mapsto \mathbb{R}^ n\) is a sufficiently smooth function. The methods generalize one-step implicit Runge-Kutta methods as well as multistep one-stage backward differentiation formula methods. The author also presents some numerical experiments and compares the performance of the code with the ``one step version'' RADAU5 and LSODE.