A simple convergent solver for initial value problems
Provides a simple, easy-to-use solver for initial value problems, particularly useful for practitioners dealing with mildly stiff systems.
The paper introduces a stable and convergent implicit multistep-like method for solving initial value problems, using differentiation matrices from Lagrange interpolation. It performs well on mildly stiff problems and extends to complex-plane differential equations.
We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the solution of mildly stiff problems and it can also be applied directly to differential problems in the complex plane.