An MEBDF package for the numerical solution of large sparse systems of stiff initial value problems

An efficient algorithm for the numerical integration of large sparse system s of stiff initial value ordinary differential equations (ODEs) and differe ntial-algebraic equations; (DAEs) is described. The algorithm is constructe d by embedding a standard sparse linear algebraic equation solver into a su itably modified MEBDF code. An important practical application of this algo rithm is in the numerical solution of time dependent partial differential e quations (PDEs), particularly in two or more space dimensions, using the me thod of lines (MOL). A code based on this algorithm is illustrated by appli cation to several problems of practical interest and its performance is com pared to that of the standard code LSODES. (C) 2001 Elsevier Science Ltd. A ll rights reserved.