CVODE
CVODE is a solver for stiff and nonstiff ordinary differential equation (ODE) systems (initial value problem) given in explicit form y’ = f(t,y). The methods used in CVODE are variable-order, variable-step multistep methods. For nonstiff problems, CVODE includes the Adams-Moulton formulas, with the order varying between 1 and 12. For stiff problems, CVODE includes the Backward Differentiation Formulas (BDFs) in so-called fixed-leading coefficient form, with order varying between 1 and 5. For either choice of formula, the resulting nonlinear system is solved (approximately) at each integration step. For this, CVODE offers the choice of either functional iteration, suitable only for nonstiff systems, and various versions of Newton iteration. In the cases of a direct linear solver (dense or banded), the Newton iteration is a Modified Newton iteration, in that the Jacobian is fixed (and usually out of date). When using a Krylov method as the linear solver, the iteration is an Inexact Newton iteration, using the current Jacobian (through matrix-free products), in which the linear residual is nonzero but controlled. When used in conjunction with the serial NVECTOR module, CVODE provides both direct (dense and band) solvers and three preconditioned Krylov (iterative) solvers (GMRES, Bi-CGStab, and TFQMR). In the parallel version (CVODE used with a parallel NVECTOR module) only the Krylov linear solvers are available. An approximate diagonal Jacobian option is also available with both versions. For the serial version, there is a banded preconditioner module called CVBANDPRE for use with the Krylov solvers, while for the parallel version there is a preconditioner module called CVBBDPRE which provides a band-block-diagonal preconditioner. For use with Fortran applications, a set of Fortran/C interface routines, called FCVODE, is also supplied. These are written in C, but assume that the user calling program and all user-supplied routines are in Fortran.
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