Implicit integration for CSMP III and the problem of stiffness

Abstract

The phenomenon of stiffness in differential systems is described, and the problem of instability in the numerical integration of such systems is discussed. The need for implicit integration methods is demon strated together with the consequential requirement for the extensive use of sparse-matrix techniques. A specific implementation of an implicit stiff- system integration routine, STIFFX, based on Gear's algorithm and designed for use with the IBM continuous system simulation language CSMP III is described, and its efficiency is compared with that of the STIFF routine which is a part of CSMP III. © 1976, Sage Publications. All rights reserved.