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The MATLAB ODE suite. (English) Zbl 0868.65040
The paper presents mathematical and software developments that are the basis for a suite of programs for the solution of initial value problems y ' =F(t,y), with initial conditions y(t 0 )=y 0 . The solvers for stiff problems allow the more general form M(t)y ' =f(t,y) with a nonsingular and sparse matrix M(t). The programs are developed for MATLAB, which influences the choice of methods and their implementation.
MSC:
65L05Initial value problems for ODE (numerical methods)
65L06Multistep, Runge-Kutta, and extrapolation methods
34E13Multiple scale methods (ODE)
34A34Nonlinear ODE and systems, general
34-04Machine computation, programs (ordinary differential equations)
65Y15Packaged methods in numerical analysis
Software:
Matlab