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International Workshop on Numerical Analysis and Its Applications

WNAA 1996: Numerical Analysis and Its Applications pp 114–125Cite as

High-order stiff ODE solvers via automatic differentiation and rational prediction

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Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1196))

Abstract

A class of higher order methods is investigated which can be viewed as implicit Taylor series methods based on Hermite quadratures. Improved automatic differentiation techniques for the claculation of the Taylor-coefficients and their Jacobians are used. A new rational predictor is used which can allow for larger step sizes on stiff problems.

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Authors and Affiliations

  1. Dept of Math, Stat and Comp Sci, Marquette University, 53233-2214, Milwaukee, WI, USA

    G. F. Corliss

  2. Institut fuer Wissenschaftliches Rechnen, TU Dresden, 01062, Dresden, Germany

    A. Griewank & P. Henneberger

  3. TU Wien, Wiedner Hauptstr. 8-10, A-1040, Wien, Austria

    G. Kirlinger & H. J. Stetter

  4. Dept of Mathematics, The University of Iowa, Iowa, 52242, Iowa City, USA

    F. A. Potra

Authors
  1. G. F. Corliss
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  2. A. Griewank
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  3. P. Henneberger
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  4. G. Kirlinger
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  5. F. A. Potra
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  6. H. J. Stetter
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Editor information

Lubin Vulkov Jerzy Waśniewski Plamen Yalamov

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© 1997 Springer-Verlag Berlin Heidelberg

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Corliss, G.F., Griewank, A., Henneberger, P., Kirlinger, G., Potra, F.A., Stetter, H.J. (1997). High-order stiff ODE solvers via automatic differentiation and rational prediction. In: Vulkov, L., Waśniewski, J., Yalamov, P. (eds) Numerical Analysis and Its Applications. WNAA 1996. Lecture Notes in Computer Science, vol 1196. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-62598-4_85

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  • DOI: https://doi.org/10.1007/3-540-62598-4_85

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62598-8

  • Online ISBN: 978-3-540-68326-1

  • eBook Packages: Springer Book Archive

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