The stiff integrators in the NAG library

Abstract

We have designed a new generation of stiff ordinary differential equation (ODE) solvers for the NAG LIbrary. They replace existing routines which are functionally inferior and have much less user-friendly interfaces. The redesign provides:(i) continuity and stability for users of NAG stiff solvers;(ii) general simplification of interfaces;(iii) new functionality - solving implicit and differential/algebraic systems;(iv) flexibly structured open ended software (based on implicit ODE methods) so that adding new integration methods is a simple matter;(v) a design which facilitates using the solvers from other packages;(vi) an interface which permits the solvers to be used at the "assembly language" level in packages written in more "robust" languages than Fortran77 (for example ADA).