Stiff differential equations solved by Radau methods
E. Hairer and G. Wanner
Abstract.
Radau IIA methods are successful algorithms for the numerical
solution of stiff differential equations. This article describes
RADAU, a new implementation of these methods with a variable
order strategy. The paper starts with a survey on the
historical development of the methods and the discoveries of
their theoretical properties. Numerical experiments
illustrate the behaviour of the code.
Key Words.
Stiff differential equations,
implicit Runge-Kutta methods,
Radau IIA methods,
historical notes,
order stars,
order selection strategy.