Polynomial and rational interpolation in the numerical solution of stiff systems

摘要

We analyse the accuracy of the polynomial interpolation scheme used in standard variable order, variable step BDF codes for stiff systems. In particular the strategy used in the NAG code is considered and shown to be reliable and robust on a large number of test problems. For the case of monotonic solution components, a comparison is made with a particularly simple interpolation scheme based on a rational quadratic.