Design of the Sti Integrators in the NAG Library
نویسنده
چکیده
This paper describes the design philosophy behind the recent replacement of the NAG Ordinary Di erential Equation (ODE) sti integrators. This replacement was is intended to update the ODE chapter algorithmically but, more importantly in the context of this paper, it provides a more exible interface than has been available in the past. This interface is designed to permit a wide variety of problem and method de nitions, to provide exibility when introducing new methods or problem de nitions in the future and to allow straightforward use of the software as the integrator in packages implementing, for example, the method of lines for parabolic partial di erential equations. 2
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