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What are the Wolfram Mathematica NDSolve function methods? I know that in Wolfram Mathematica I can specify solving method in NDSolve function, but I can't find a full list of available methods in documentation.

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Note that the NDSolve's documentation page is available on-line. You can find the list of methods by clicking "More Information". –  Sasha Nov 17 '11 at 20:35
    
You could find this and this useful as well! Good luck! ... could someone please correct how my hyperlink code looks like here? I just hate that! –  drN Mar 27 '12 at 0:41

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up vote 6 down vote accepted

These are some of the methods:

"Adams" - predictor-corrector Adams method with orders 1 through 12

"BDF" - Gear implicit backward differentiation formulas with orders 1 through 5

"ExplicitRungeKutta" - adaptive embedded pairs of 2(1) through 9(8) Runge-Kutta methods

"ImplicitRungeKutta" - families of arbitrary-order implicit Runge-Kutta methods

"SymplecticPartitionedRungeKutta" - interleaved Runge-Kutta methods for separable Hamiltonian systems

"MethodOfLines" - method of lines for solution of PDEs

"Extrapolation" - (Gragg-)Bulirsch-Stoer extrapolation method, with possible submethods

  • "ExplicitEuler" - forward Euler method

  • "ExplicitMidpoint" - midpoint rule method

  • "ExplicitModifiedMidpoint" - midpoint rule method with Gragg smoothing

  • "LinearlyImplicitEuler" - linearly implicit Euler method

  • "LinearlyImplicitMidpoint" - linearly implicit midpoint rule method

  • "LinearlyImplicitModifiedMidpoint" - linearly implicit Bader-smoothed midpoint rule method

"DoubleStep" - "baby" version of "Extrapolation"

"LocallyExact" - numerical approximation to locally exact symbolic solution

"StiffnessSwitching" - allows switching between nonstiff and stiff methods in the middle of the integration

"Projection" - invariant-preserving method

"OrthogonalProjection" - method that preserves orthonormality of solutions

"IDA" - general purpose solver for the initial value problem for systems of differential-algebraic equations (DAEs)

"Shooting" - shooting method for BVPs

"Chasing" - Gelfand-Lokutsiyevskii chasing method for BVPs

"EventLocator" - event location for detecting discontinuities, periods, etc.

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Big thanks to you. –  Philipp G. Sinicyn Nov 17 '11 at 19:53

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