An exponential method for accurate and automatic integration of nonlinear (stiff and nonstiff) ODE systems

Abstract

In this paper, an explicit Exponential Method (EM), which is an off-shoot of Jibunoh’s spectral decomposition is developed for the accurate and automatic integration of nonlinear (stiff and nonstiff) ODE systems. In particular, the Vanderpol system of equations is solved. The method is also applicable to linear systems, including linear oscillatory systems or systems with complex eigenvalues. It has simplicity of implementation by automatic computation using the QBASIC Codes and produces high accuracy or the exact theoretical solutions in any nonlinear or linear systems. The EM is, therefore, superior to many traditional methods which are less accurate and which integrate nonlinear systems with cumbersome procedures.