Efficiently implementable multivalue methods for solving stiff ordinary differential equations (Q1124288)

Recent research on the order, stability and efficiency properties of multivalue methods (MVs) is discussed in some detail with a view to finding families of methods suitable for the solution of stiff systems of ordinary differential equations. Methods in which the information passed from step to step may be solution values (multistep type) or of Nordsieck type are considered. To enable efficient implementation particular emphasis is placed on methods which are singly implicit (SIMVs) or diagonally implicit (DIMVs). In the case of SIMVs the Nordsieck type appear to have better stability properties, and the discussion shows that methods of this type could be expected to perform well compared with codes using SIRKs. For DIMVs a combination of both approaches is preferred and a family of two-step Nordsieck methods is presented.