A comparative study of computer programs for integrating differential equations

  • Authors:
  • Phyllis Fox

  • Affiliations:
  • Newark College of Engineering, Newark, NJ

  • Venue:
  • Communications of the ACM
  • Year:
  • 1972

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Abstract

A study comparing the performance of several computer programs for integrating systems of ordinary differential equations is reported. The integration methods represented include multistep methods (predictor-correctors), single-step methods (Runge-Kutta) and extrapolation methods (both polynomial and rational). The testing procedure is described together with the evaluation criteria applied. A set of test problems on which the programs were tested is included in an appendix. For the particular problems and criteria used in the investigation it was found that a program based on rational extrapolation showed the best performance.