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The Computer Journal 1969 12(2):183-187; doi:10.1093/comjnl/12.2.183
© 1969 by British Computer Society
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Implicit integration processes with error estimate for the numerical solution of differential equations

C. F. Haines *

Rolls-Royce Ltd., Bristol Engines Division, P.O. Box 3, Bristol, UK

Numerical integration processes originally suggested by Rosenbrock (1963) are modified and developed to give a practical method for the solution of sets of stiff differential equations. A control scheme for these processes is developed and a comparison, based on numerical experiments, between this method and other commonly used methods is given.

Received July 1968. revised December 1968.

* Control Systems Centre, University of Manchester, Institute of Science and Technology; now with Rolls-Royce Ltd., Bristol Engines Division, P.O. Box 3, Bristol


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