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Numerical Methods for Solving Initial Value Problems on the Infinity Computer
Ya. D. Sergeyev, M.S. Mukhametzhanov, F. Mazzia, F. Iavernaro and P. Amodio

New algorithms for the numerical solution of Ordinary Differential Equations (ODEs) with initial condition are proposed. They are designed for work on a new kind of a supercomputer – the Infinity Computer, – that is able to deal numerically with finite, infinite and infinitesimal numbers. Due to this fact, the Infinity Computer allows one to calculate the exact derivatives of functions using infinitesimal values of the stepsize. As a consequence, the new methods described in this paper are able to work with the exact values of the derivatives, instead of their approximations.

Keywords: Ordinary differential equations, initial value problem, numerical infinitesimals, Infinity Computer.

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