A numerical study of multistep methods based on continued fractions (Q919762)

When the solution of an initial value problem in ordinary differential equations has singularities, finite difference methods that are based on rational functions, rather than local polynomial interpolation, can become competitive computational techniques. In this paper, explicit and implicit schemes of this type are constructed, and the authors give some numerical examples to show that their methods to not require the step size to become too small in the neighbourhood of a singularity. They suggest that a hybrid approach, in which a linear multistep method switches to one of their methods near a singularity, may be computationally efficient and robust.