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The BiM code for the numerical integration of ODEs

Cecilia Magherini, Luigi Brugnano

Dipartimento di Matematica ``U.Dini'', Viale Morgagni 67/A - 50134 Firenze, Italy
magherini@math.unifi.it
Contributed talk


The aim of the talk is to present the numerical results obtained with a recently developed sequential ODE code based on the blended implementation of Block Implicit Methods (BIM) recently introduced in [1,2,3]. The basic idea on which this implementation relies is that of defining the method as a combination (blending) of two suitable component ones. This greatly simplifies the derivation of efficient non linear splittings for solving the underlying algebraic systems. The BIM code uses a variable order-variable stepsize strategy, with methods of order 4-6-8-10-12-14. Numerical tests from the CWI testset, comparing the new code with the most efficient existing ones, prove its effectiveness. The possibility of getting an improvement of the performance through a parallel implementation of the code, is also sketched.




Ernst Hairer
2002-05-17