Solving Nonstiff Ordinary Differential Equations—The State of the Art

Abstract

The characteristics and capabilities of the best codes for solving the initial value problem for ordinary differential equations are studied. Only codes which are readily available, portable, and very efficient are examined. Their sources, distinctive features, documentation, and ease of use are described. Their efficiency is compared with respect to storage, overhead, and derivative evaluations. Their behavior when faced with difficult problems is studied. Some guidelines are developed as to when a particular code is to be preferred.