Polynomial and rational interpolation in the numerical solution of stiff systems (Q1124290)

In the numerical solution of initial value problems the efficiency of codes can be improved by using interpolants. In this article the authors discuss the accuracy of the polynomial interpolation scheme used in standard variable order, variable stepsize BDF codes for stiff problems, where orders range from one to five. In particular the strategy used in the NAG code is considered and shown to be reliable and robust on a large number of test problems. For the case of monotonic solution components, a comparison is made with a particularly simple interpolation scheme based on a rational quadratic.