Numerical methods for ordinary differential equations
Methods

Numerical methods for solving first-order IVPs often fall into one of two large categories: linear multistep methods, or Runge–Kutta methods. A further division can be realized by dividing methods into those that are explicit and those that are implicit. For example, implicit linear multistep methods include Adams-Moulton methods, and backward differentiation methods (BDF), whereas implicit Runge–Kutta methods include diagonally implicit Runge–Kutta (DIRK), singly diagonally implicit Runge–Kutta (SDIRK), and Gauss–Radau (based on Gaussian quadrature) numerical methods. Explicit examples from the linear multistep family include the Adams–Bashforth methods, and any Runge–Kutta method with a lower diagonal Butcher tableau is explicit. A loose rule of thumb dictates that stiff differential equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit schemes.

The so-called general linear methods (GLMs) are a generalization of the above two large classes of methods.
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