Algorithm 687: a decision tree for the numerical solution of initial value ordinary differential equations

A decision tree to assist in the process of selecting an appropriate algorithm for the numerical solution of initial value ordinary differential equations is described. This initial value tree contains a series of questions that are intended to identify specific features of a user’s problem, relevant to the selection of suitable software. An appropriate basic or general approach for the numerical solution is identified, and then specific sets of codes, incorporating this “generic” approach, are selected. Where possible, the recommended codes are in libraries where the software has been tested extensively and is maintained. The tree can be used with NITPACK (ACM Algorithm 606), a set of software tools that guide a user through a tree in an interactive computer session.