Computers % Chemical Engineering, Vol. IO, No. 3, pp. 199-211, 1986 0098~1354/86 $3.00 + 0.

00
Printed in Great Britain. All rights rcsemd Copyright 6 1986 Pcrgamon Journals Ltd

A GENERALIZED MODEL FOR DISTILLATION

COLUMNS-II
NUMERICAL AND COMPUTATIONAL ASPECTS

I. T. CAMFJRON,~C. A. Rurz and R. GANI$

Planta Pilot0 de Ingenieria Quimica (UNS-CONICET), 12 de Cktubre 1840,
8000 Bahia Blanc+ Argentina

(Received 29 August 1984;final revision received 30 September 1985;

received for publication I October 1985)

Abstract-Numerical and computational aspects related to the solution of complex distillation dynamic
problems are presented. Consideration is given to the behavior and characteristics of the equation systems
which constitute the problem description. The interaction of these characteristics with the application of
numerical methods is investigated, demonstrating that it is necessary to apply appropriate numerical
procedures to insure accuracy, efficiency and robustness of the methods. The most important imple-
mentation aspects to achieve this arc investigated.

ScuFThe numerical solution of the equation systems resulting from a dynamic simulation model of
distillation processes requires robust and reliable methods. In order to apply the methods most suited to
the equation system, it is necessary to understand and appreciate the characteristics displayed by such
systems.
Thus, an analysis of the equation systems arising from distillation dynamics is made. The problem
structure is analyzed in terms of the sparsity pattern of the equations resulting from the generalized and
simpli8ed versions of the model. It is shown that for the simplified version the sparsity pattern can be
generated automatically from the problem topology, whereas in the generalized version complications
arise from the effects of plate hydraulics. For this case, approximate patterns are obtained by numerical
means and the implications of the approximate patterns on the behavior of the numerical routines is
investigated.
Model stability is also investigated and the classical measure of theoretical stiffness for the system is
shown to be inadequate in characterizing the behavior of the problem. A measure of computational
stiffness is introduced and shown to be preferable.
Two classes of discretization methods are investigated as being an efficient means of solving the
equations. An extensively modified version of the Hindmarsh (11 implementation of the linear k-step
methods and backward-differentiation methods (BDF) is used with sparse matrix techniques to solve the
equation systems. Also, a class of implicit Runge-Kutta (RK) methods known as diagonally implicit
Runge-Kutta methods @IRK), implemented by Cameron [2], is also investigated. Various imple-
mentation changes are tested and found to provide marked improvements in code performance. The
ability to use judiciously, both stiff and non&f discretixation methods depending on the problem
characteristics has also given further evidence that improvements can be made. Future work envisaged
in this area is also outlined.

cone1osI0rlsand signicance-The algorithms presented have proved extremely reliable and robust in the
solution of distillation dynamics problems. For low-accuracy requirements (local error tolerances of lo-),
lo-‘) the DIRK code is efficient and extremely robust. At higher accuracies the BDF code become
preferable. It is shown that the combined use of stiff and nonstiff methods can significantly reduce
computational effort. Also, the effects of certain implementation aspects on the code efficiencies arc also
shown to be worthwhile.

THE MATHEMATICAL PROBLEM component and energy holdups for the column
The model for a distillation column or train of stages. The procedures are self-contained subroutines
columns consists of a set of ordinary differential which are used to calculate physical properties, plate
equations (ODES) plus a set of procedures which hydraulics, controller responses and the like.
incorporate the algebraic equations. In the present We can write the above set of equations in the form
formulation of the problem, as given in Part I [3, this
Y’ = f(Y, p, 1)s (I]
issue, pp. 181-1981 the differential variables are the
where
tPresent address: Chemical Engineering Department, Uni-
versity of Queensland, St Lucia, Queensland, Australia. YER”, PoRm, r~[u,b]
$To whom all correspondence should be addressed at his
present address: Instituttet for Kemiteknik, Danmarks and
Tekniske Hojskole, Bygning 229, 2800 Lyngby,
Danmark. f:R” x R” x R1+R”,

199
200
I. T. CAMERON
and where the procedures P can be written in the
general form
P = g(y, z, t), (2)
where
ZER’
and
g:R”xR’xR-+R”.
Hence the procedures are functions of the
differential variables y, a set of algebraic variables z
and the system parameters. The algebraic variables
that appear in the procedures include such variables
as plate pressures, pressure drops, physical properties
and component concentrations in the vapor and
liquid phase. The model thus leads to a large set of
ODES with right-hand sides (r.h.s.) incorporating an
extensive number of complex procedures.
Problem structure
The problem structure depends on the complexity
of the model (see Part I). The simplest versions give
a set of equations (1) which is predominantly banded
in structure, due to the mass and energy balances
around each plate. However, the introduction of
control-loop equations and recycles from down-
stream columns means that there will also be off-band
elements. The most complex generalized version of
the model will have many off-band elements. ’ examine the interaction on the other columns in the
The presence of the off-band elements has a
significant effect upon the types of iterative tech-
niques used to solve the nonlinear algebraic system
resulting from the use of implicit integration meth-
ods. The problem structure is not only predominantly
banded, but by implication it is also sparse due to the
topology of the problem. The sparsity pattern is
determined by the configuration of the columns as
well as recycle streams and control loops. The spar-
sity allows the use of sparse matrix techniques in the
solution of the algebraic systems.
The use of banded solvers for the linear systems is
generally inadmissible due to the significance of
off-band elements. Hence, in this work a general
sparse solution technique has been adopted. In this
case, the sparse routines require a description of the
sparsity pattern. For the simplified model it is a
relatively straightforward task to generate the pattern
analytically, knowing the configuration and topology
of the system. However, in the case of the generalized
model, the far-reaching effect of the hydraulics means
that there is a diminishing influence of the behavior
of the hydraulics of plate p and adjacent plates. This
essentially means that the bandwidth of the complex
problem is larger than the corresponding simplified
model. This effect can also have significant effects on
the numerical behavior of the solution in the steady
state region if the stated sparsity pattern is not close
enough to the correct pattern. In some circumstances
it can be advantageous to use dense matrix tech-
et al.
niques in, or close to, the steady-state region. This
numerical aspect is explained further in the section on
stiff and nonstiff regions.
Model behavior
The model behavior in the transient phases de-
pends on the mode of simulation being undertaken.
There are essentially two simulation modes which are
common to distillation column(s) operation. These
are:
-discontinuous mode (start-up/shutdown or feed
changeover operations);
-continuous mode (perturbation around the
steady state).
In the discontinuous mode the columns experience
severe transient behavior combined with numerous
discontinuities in operations. These d&continuities
are physical effects due to changes in vapor and liquid
flows in the columns. In turn, these physical features
greatly affect the solution methods used in the simu-
lation, as the numerical procedures must deal
efficiently with these phenomena.
In the continuous (perturbation) mode, the simu-
lation is performed around an operating or steady
state. Here the responses to various changes in feed
rate, reflux rate, reboiler duty, product rates and the
like are examined. These changes not only affect the
column in which they occur but it is possible to
train. It is of course possible that perturbations
around a steady-state operating point may bring the
column operation into the discontinuous region,
where flooding, weeping or column dumping will
occur. In the case of closed-loop (i.e. with controllers)
responses, the model equations are influenced by the
forcing functions of the controller (or controllers).
Depending on the variable being manipulated and the
size of the changes, the discontinuities of the forcing
function may translate into discontinuities in the
differential and algebraic variables. However, in real-
ity, the differential variables never become discon-
tinuous. It is only the algebraic variables which do so,
also during start-up operations and for large abrupt
changes (which usually lead to column stability prob-
lems). Of course, if the control frequency is made too
short, the step size of the integrator may be affected.
This also reflects the physical situation that for better
control, the frequency should be enlarged. Again, the
numerical routines must detect these situations and
deal efficiently with them. This aspect of the dynamic
simulation of distillation systems will be the subject
of a future paper. Here we restrict ourselves essen-
tially to the problem of the continuous mode simu-
lation.
Model stability
The mathematical problem (1) posed by the simu-
lation of a column or train of columns can be
classified as neutrally stable, ultrastable or unstable
 A generalized model for distillation columns--II
depending on the behavior of the solutions to equa-
tion (1) in the neighborhood of the particular solu-
tion w(t). Within such a neighborhood the solutions
can be approximated by the linearized, variational
equations given by
Y’= f(w, P, t) + Jl(w, t)(y - w), (3)
where 9(w, f) denotes the Jacobian matrix of partial
derivatives given by
(g+g.q, evaluated at (w, t).
The behavior of the solution y in equation (3) is
characterized by the eigenvalues L,:i = l(l)n of
J(w, t). This is of course a localizing assumption,
since in general for nonlinear problems the eigen-
values of J will change throughout the interval [a, b].
In the case where all eigenvalues have small negative
real parts, the problem can be termed “neutrally
stable” and conventional methods such as the Adams
or Rung+Kutta (RK) processes can be used to solve
equation (1). If, however, there are some eigenvalues
with large negative real parts, then the problem is
termed “ultrastable”. The more common term “stiff”
is synonymous. This implies a well-behaved mathe-
matical problem but the behavior has a severe effect
upon the efficiency of certain inappropriate numerical
techniques applied to such problems. It must be
emphasized that the “stiff” region is where the solu-
tion is changing slowly with respect to the largest
negative real part of the eigenvalues of J(w, t). Hence,
during the initial transient region the problem is not
normally regarded as stiff since step length is gener-
ally controlled by local error requirements of the
integrator. It is thus often misleading from the com-
putational viewpoint to refer to a theoretical
“stiffness ratio”, St(t), which characterizes the degree
of stiffness of the problem and which has been
traditionally defined by
max IWA) I
s,(t) = : (4)
mm IRe( ’
In fact, there is no satisfactory way of truly quan-
tifying stiffness without considering the particular
integration method being used. In this context we
adopt a more practical measure of computational
stiffness, S,(t) which we detine as:
where h is the step size that accuracy requirements
would allow if stability was not a limitation for the
method applied to the problem. This measure of
stiffness is obviously dependent on the method (type
and order) but is a more realistic measure of problem
stiffness from a computational viewpoint.
Thus, in the above case, the solution of equation
(1) requires special methods applicable to stiff (ultra-
stable) regions as well as the neutrally stable or
201
nonstiff regions. For the case where there exist
eigenvalues with positive real parts, the solution is
“unstable” and the solution method must be chosen
carefully in order to simulate the correct behavior.
This is not the case for general dynamic simulation of
columns unless the imposed control structure gener-
ates the instability.
We can see from equation (5) that during the
transient phases of the solution, where h is reduced to
achieve the required accuracy, the value of Re( - 1,/z)
may be quite small and often < 1 in magnitude. It
may be small enough that it falls well within the
stability limits of the nonstiff methods, even though
some of the li are very large. If this is the case, the
problem in these regions is “computationally
nonstiff” even though the problem could be classed
as “theoretically stiff” based on definition (4). If we
can take advantage of this distinction by the judicious
use of nonstiff and stiff methods then significant
savings can be achieved in computation time due to
a reduction in the number of Jacobian evaluations. It
is also clear from equation (5) that as the steady-state
region is approached and the step length increases
rapidly, the computational stiffness will also increase
significantly, with Re( - &h) 9 1, and then we must
use stiff solution methods.
In the particular context of distillation dynamics,
the simplified version of the model, as given in Part
I [3], is generally neutrally stable in behavior and
thus conventional integration methods, such as the
Adams-Bashforth (AB) or Adams-Moulton (AM)
methods, can be used for the solution. In some cases,
however, depending on product specifications and the
cor@uration, the simplified model can exhibit
significant stiff behavior. For the more complex
version of the model which incorporates variable
energy holdup and nonlinear pressure profiles, the
problem possesses regions of stiffness (ultrastability)
which necessitate the use of stiff integration tech-
niques. It can be advantageous, in computational
terms, to be able to switch between stiff and nonstiff
methods during the course of the solution procedure.
The criteria to be used to make the switching decision
are based on numerical aspects as well as the behavior
of the particular integration method being used. Any
criteria based on the analysis of eigenvalues is not
feasible due to the work involved in evaluating them
for a large system of equations.
NUMERICAL PROCEDURRS
The use of robust, appropriate and efficient numer-
ical procedures is essential to the solution of prob-
lems in distillation dynamics. The requirements of
such methods must include:
Robustness-Meaning that the method must be
able to solve a wide range of problems. Hence the
code must cope with failures and incorporate
good remedial action to ensure the success of the
simulation.
202 I. T. CAMERON
Appropriateness-The method must be chosen so
as to suit the corresponding mathematical prob-
lem being solved. Hence, nonstiff methods must be
employed correctly throughout the integration
domain.
EfJiciency-Besides being robust and appropriate,
the method should also be computationally
efficient in terms of CPU time dependent on the
problem size and required solution accuracy.
Given these criteria for the numerical methods it is
often a compromise in order to obtain a method with
all the above characteristics. Of the major classes of
methods, the two most important are
-multistep methods
and
--single-step methods.
In this work we have investigated the use of
selected methods from both of the above classes. The
methods chosen have proved successful for both
the simplified and generalized models when they
have been correctly applied. The following sections
describe in more detail specific aspects of these
methods.
Multistep methods
These methods include the well-known linear
multistep (or linear k-step) procedures, which can be
written for problem (1) in the form
(6)
j-0 j-0
where aj and /I, are coefficients which depend on the
order p of the method. For k, = k2 = p and & = 0, the
methods are explicit and the unknown solution point
Y.+~ is easily computed. For /I, # 0 the methods are
implicit and hence the method requires an iterative
technique to solve for the unknown value of yn+P in
the linear discretixation (6).
The two most useful linear multistep methods
from the computational view point are the Adams-
Moulton (AM) implicit methods and the backward-
differentiation formulae (BDF). In the first case
we have that k , = k2 =p, and in the second case
k, = k, =p with gj = 0, i = O(l)@ - 1). We can re-
write the methods in the alternative form
Yn+p-- !!$f(Y”+p, Pn+p,t,+,) + 9.*
where el. consists of the known quantities y,,+, and
f,,+,, i = O(l)@ - 1). Simplifying further we obtain
the generic form of the implicit methods as
y=hyf(y)+S
at the nth step, which can be solved either by
functional iteration as
y” + ‘) = hyf(y”‘) + e,
et al.
or by a Newton-like iteration such as
(0 -hy9)(y”+“_ y’y’)= $ + hyf(y”‘) - y”‘, (10)
where
- ayj
and 0 is the unit matrix, i.e. the Jacobian of the
functions with respect to the differential variables.
In the case of functional iteration (9), convergence
conditions require that
hLlyl < 1, (11)
where L is the Lipschitz constant of f, given by 11911.
Hence, depending on the value of L, the step length
h will be bounded by l/L]rl. In the case of stilf
problems L is large and thus h is correspondingly
bounded by the problem stiffness and not by the
accuracy. It is also important to note that the rate of
convergence is determined by h L]y (.
In the case of the Newton-like method [equation
(lo)] the convergence conditions are quite compli-
cated; however, the step size h is generally not
bounded by l/L]7 I and hence the iteration is normally
used in the more robust codes. The disadvantage with
iteration (10) is that a Jacobian matrix of the system
equations is required, and on a large simulation
problem this leads to a correspondingly large com-
putational effort. Thus, whenever it is feasible to use
a functional iteration method in nonstiff regions it is
preferable to do so. The identification of such regions
is discussed in the section on stiff and nonstiff regions.
Not only does the iterative technique limit step
length but the basic method limits the value of h due
to the stability region of the method. It is well-known
the AM methods have limited stability regions in the
complex hl -plane, whereas the BDF methods possess
“stiff stability”, as defined by Gear [4], and are thus
A(a)-stable up to order 6.
In the case of the BDF, the bound on the step
length h is more often a result of the accuracy
requirements rather than being due to the stability
boundaries or iterative technique. For the AM meth-
ods, the stability boundaries are often the cause of
limiting the step length, dependent on the problem.
In this work we have used an extensively modified
version of the well-known Hindmarsh imple-
mentation [l] of the AM and BDF methods. The
modified version has improved the performance of
the original code when applied to distillation dynam-
(7) ics problems and provides the user with many more
options during the integration phase. These include
dense or sparse matrix techniques, local error control
options, the use of Jacobian copies and restart facil-
ities for discontinuities.
(8)
Single-step methods
The most widely known single-step methods are
(9) those of the Runge-Kutta class, whose general
 A generalized model for distillation columns--II 203

s-stage formulae for problem (1) are given by can be used for many steps provided that the con-
vergence rate is acceptable.
In some simple cases the mass-balance equations
for a distillation system can be written in the form
where
dy
%=“y+b, (15)
Yn,i= Yn+ h i a,f(Yn,jvPn,j*tn,j)* i = l(l)s,
j- I where y is the vector of mole fractions. In this case.
and the Jacobian J is simply the matrix of coefficients A
tn,, = t, + hcj . (12) and hence can be evaluated at little computational
cost. Prokopakis and Seider [lo] used this formu-
The RK methods can be written in the form of a
lation of the problem for azeotropic columns sub-
Butcher block which displays the coefficients as
sequently solving the equation (15) system using an
c a adaptive Rosenbrock code.
(13) However, in the case of the generalized model
+ b’ proposed in Part I of this paper [3], the problem
formulation is not of the form represented by equa-
If the matrix A is lower triangular then the methods tion (15). Thus the Jacobian evaluation becomes a
will be explicit, whereas if the matrix A includes the significant part of the computation. The determin-
diagonal elements we call these methods “semi- ation of the Jacobian via finite differencing necessi-
implicit” Runge-Kutta (SIRK). In particular, if tates the use of the SIRK and DIRK methods which
a, = y, i = l(l)s, we call these methods diagonally do not require an analytic Jacobian to maintain
implicit RungeKutta (DIRK). accuracy.
This is not to be confused with a linearized form For this paper we will concentrate on the SIRK
of the RK method often used in chemical engineering methods, and in particular DIRK methods, as an
applications and originally due to Rosenbrock [5]. efficient means of solving equation (1). The methods
The Rosenbrock methods can be written in the can be written as
following form for the autonomous version of
problem (1): Ym + I = Yn+ h i bif(Yn,irPn,i, t,i) (16)
i=l

Ya+ I = Yn + h 5: bif(Yn,i) with

i=I
i-1
and YHJ= Yn+ h C %f(Yn,j 3Pn.j 9tn,j)
j-l
f(yn,i) = (0 - a,hJ)-’
., + hyf0m,i9pn,i, h,ih i = l(l)%
i-l
and the solution of the stage calculations
xf Y, + h
j-l
c a&,,) 1
> i = l(l).r,
Yn,i, i = l(l)s,
where
is performed using a Newton-like iteration:
J = $ (system Jacobian); (14) (I -hlJ)AY$’ = $ -hYf(~$, P$, tnj) -ti,i:1,
I
k=l,2,...,
and as such represent a linearized form of the SIRK
methods. They have appeared extensively in the where
chemical engineering literature [6-g]; however, they i-l
suffer from some serious deficiencies. Firstly, an rcI= Y. + h c agf(Y.,,, I’,.,, tn.,) (17)
analytic (exact) Jacobian should be used to preserve j-k
the accuracy of the integrator. This is virtually impos- and
sible to obtain for complex simulation problems,
although a numerically generated Jacobian can, un-
der certain conditions, sometimes be used without The methods were 6rst systematically investigated
too much loss of accuracy [2]. Even so it is not by Nnrrsett [l l] and further work was done by
advisable for general problems. Secondly, for large Alexander [12], Cash [13] and Cameron [2,14]. The
problems the necessity of evaluating a Jacobian with stability properties which the methods can possess are
subsequent factorization at every step becomes pro- extremely wide. u-Stability can easily be achieved as
hibitive in terms of computation time. For these well as the more restrictive stability properties.
reasons alone it is preferable to concentrate on the A particularly attractive formula which possesses
DIRK methods which can use an approximate strong s-stability is the three-stage third-order for-
Jacobian in the solution of the stage calculations y,,, mula of Alexander [12], where usi = bi, i = 1(1)3. This
via a Newton-like iteration. Also, the same Jacobian can be used with an embedded two-stage, second-
204 I. T.
order formula for local error control, the method
parameters being (see Cash [13])
y = 0.43586652150846,
uz, = 0.28206673924577,
u3i = b, = 1.2084966491760,
as2 = b2 = -0.64436314068446,
aj3 = b, = y
c2 = 0.71733260764229
and
cj = 1.0.
The method is thus essentially second-order using
a third-order method for local error control. In
practice, we use local extrapolation and carry the
solution forward with the third-order method.
It is also feasible to construct DIRK methods
which operate in variable-step, variable-order mode
(Cameron [14]). These can be advantageous com-
pared to the fixed-order methods, however, here we
will only consider a fixed second/third-order method
for simplicity.
Due to the lower-order method used, it is necessary
to appreciate that as accuracy requirements become
more stringent, the efficiency of the method rapidly
decreases. For this reason, the low-order DIRK
methods should be used at local error tolerances in
the range of 10-3-10-4.
IMPLEMENTATION ASPECIS
Here we consider some of the more important
implementation aspects which alfect the code per-
formance. It is often the case that the implementation
aspects of the codes have a greater impact on the
robustness and general efficiency than do the basic
formulae being used.
Sparse matrix techniques
In both the BDF and DIRK methods we are
required to solve a set of nonlinear algebraic equa-
tions at each step or stage calculation depending on
the method. This is generally done using a Newton-
like iteration:
(0 - hy,,)Ay(“+‘) = $ + hyf(y”‘) - y”‘,
v = 1,2.... (18)
The first problem in the solution of the above
iteration is to generate the partial derivative data of
the Jacobian J. To enable this to be done efficiently
the structure or pattern of the Jacobian needs to be
known. This pattern can be obtained in two distinct
ways.
Firstly, we can generate the pattern analytically by
explicity stating the row and column indices of the
Jacobian elements. For the simplified version of the
model this can be done quite easily, taking into
ChMERON et al.
account the column interconnections and associated
control loops, and thus the pattern can be auto-
matically generated from the problem description.
However, for the generalized model the use of an
analytic pattern generator is more difficult. The alter-
native approach to Jacobian pattern generation is to
obtain an approximate pattern using numerical tech-
niques. In this case an initial dense Jacobian is
generated using the standard finite-differencing tech-
nique, as given by
f(y + bjej, p, t) - fti, P, t)
Ji,zAv= 3 (19)
6,
where S, is an increment and e, is the normalized jth
coordinate vector. This procedure requires (n + 1)
evaluations of the n derivatives f, and the selection of
the increment S, is important in minimixing trun-
cation and roundoff errors in 4. The procedure
outlined by Hindmarsh [1] was used for the selection
of sj.
Once the dense Jacobian elements Ju have been
obtained, a drop tolerance L is used to distinguish
between the nonzero and zero values in the Jacobian.
The criterion used requires that if ]Jd > L, then the
element (i, j) is regarded as a nonxero, otherwise the
element is regarded as a zero and dropped from the
Jacobian. In practice, two distinct values for the drop
tolerance are applied to Jacobian elements. One drop
tolerance is used for the mass-balance derivatives and
the other tolerance for the energy-balances deriva-
tives. This is done to account for the difference in
magnitude in the function values of the energy bal-
ances with respect to the mass balances.
There can, however, be several difficulties associ-
ated with obtaining a Jacobian pattern via numerical
means. Firstly, the correct pattern may not be gener-
ated due to the fact that the initial conditions may
lead to some of the f, being zero. This is normally a
rare situation but can be a potential problem. Hence
the resultant Jacobian will be deficient of partial
derivative information. Secondly, due to roundoff
error and truncation error the Jacobian may contain
extra (spurious) partial derivative information de-
pending on the values of the chosen drop tolerances.
It is therefore necessary to reassess the Jacobian
throughout the integration interval in order to arrive
at the correct Jacobian pattern. In practice, the drop
tolerances are chosen to initially give more nonzero
elements than the true pattern, the number of non-
zeros being reduced to the correct value as the
integration proceeds and further pattern analyses are
performed.
In the use of the generalized model, the Jacobian
pattern is quite complex, since the plate hydraulics
have a diminishing but sign&ant intIuence beyond
just the adjacent plates. Further work is needed here
to enable an analytic pattern to be derived solely on
the basis of the number of components, inter-
connections and control structure, and this work is
now in progress.
 A generalized model for distillation columns--II
The elements of ,D for the other plates are affected
because of the diminishing effect. That is, although
the variables that appear are only for plates j - 1, j
and j + 1, the hydraulics of plate j affect not only
j - 1 and j + 1 but also, in a diminishing manner,
plates j + 2 and j - 2 and so on. This is because
changes in the liquid holdup (and also liquid e n -
thalpy) on a plate affect the plate pressure and
downcomer holdup, which in turn affect their corre-
sponding plate holdups.
In both the BDF and D I R K codes, the linear
systems (18) at each iteration are solved using the
suite of subroutines in the Harwell package MA28
[15]. Other sparse packages such as Y12M [16] or the
Yale code [17] could also be substituted.
In order to minimize the amount of work involved
in generating the Jacobian via finite differencing, the
technique of Curtis et al. [18] is used to minimize the
number of function calls by grouping together the
variables associated with independent columns. This
reduces the computational effort significantly, since
the evaluation of the functions given by equation (1)
is extremely expensive.
Convergence of the iteration
The quality of the iteration matrix ( B - h T J ) is
directly influenced by the partial derivative data
generated by the program. This in turn affects the
convergence properties of the Newton-like iteration
given by equation (18).
We can examine the convergence behavior of the
iteration and the effect of errors in the parameters
and partial derivative data by considering the iter-
ation equation (10) and the true solution of the
implicit formula (8) [19]. Letting h7 = a, we can write
equation (10) in the alternate form
y~+') = ~ + af(y(V)) + a J(y~V+ 1)- yCv)),
with the true solution given by
y* = ~ + af(y*).
From equations (20) and (21) we obtain
y, _ y(V+1)_ air(y*) - - f(yCv))]
_ dj(y~, + 1)- y~,)), (22)
where ~ is used in the iteration matrix (fl - aJ) as an
approximation to the true value a.
Upon subtracting d,Py* from both sides of equa-
tion (22) and rearranging, we obtain
y , _ y~,+ l) = (0 -- fiJ)-' {air(y*) -- f(y~))]
- ~J(y* - y(~))}.
Applying the mean value theorem we can write
y, _ y(,+ 1)= (0 - ~J)-~ [a(,J* - ,D
+ (a - ~ ) J ] ( y * - f ) ) ,
where we let ,~* be the Jacobian evaluated between y*
and y~'.
205
We can now define the error reduction factor
(ERF) at the vth iteration as
ERF, -- IlY* -- Y~'+1)I1 '
(25a)
giving, from equation (24),
ERFv = (0 - ~ J ) - ' [ a ( J * - J) + (a - ~i)3]. (25b)
If we now assume that a = ~, as will be the case, we
have that
ERF, ~< [{(H- aJ)-'a(,g* - J)}{
~< {[a(,J*-'~)11-< {aiil'J*-Jl{- (25c)
This relationship shows how the ERF, is directly
affected by the error in the Jacobian matrix II.n* - Jl{.
Also the bound on the ERF is proportional to the
step length, since a =/W-
For the case where we are using an approximated
pattern produced by the use of a drop tolerance, the
effect of the drop tolerance is to partition the matrix
,D. This partitioning process directly affects the ERF
if some of the Jacobian elements are missing, since
the variables associated with the missing elements will
be subject to functional iteration and hence will
reduce the overall ERF. Thus, the iteration sequence
(20) reduces to
y(,+ l) = ~ + af(y(,)). (26)
Due to the cost of evaluating the Jacobian via finite
differencing, we want to use the partial derivative
information for as long as possible. There exists a
maximum value of the ERF above which the benefit
of retaining the old partial derivative information is
outweighed by the increase in the number of iter-
ations needed to converge the Newton-like iteration.
This limit has been set conservatively at 0.2, based on
numerical experience. Hence, when there is a step
(20) length increase we can use the bound for the ERF at
the current step n to predict the ERF bound at step
n + 1 using
(21)
ERF,+, ~- an + ,. max(ERF,). (27)
a,
If ERF, +, < 0.2 then we use the partial derivative
data from a copy of the previously computed
Jacobian. It should be realized that in practice, the
actual ERF computed from the function residuals of
the Newton-like iteration is often much smaller than
the computed bound. Hence the Jacobian should be
retained for as long as possible, certainly up to the
bound of 0.2, which has been found to be conser-
vative. The larger the problem, the more important it
(23) becomes to utilize the partial derivative information
for as long as possible.
The policy of retaining a copy of the Jacobian
depends on computer storage limitations and the size
of the problem. On limited-memory machines it may
(24)
not be possible to take advantage of using the
Jacobian copy facility. On virtual memory machines
the practice is strongly recommended. There are also
206 I. T. CAMERON
other advantages in the use of Jacobian copies. In the
case of convergence failures after a recent step in-
crease, the BDF codes generally reduce step length by
a factor of 4. If the previous ERF was satisfactory,
then it can be assumed that the step increase was too
large. In this case, when the step length is reduced, a
new Jacobian should not be evaluated. In the case of
an error failure in the integrator, it is good practice
to use a copy of the Jacobian, since any decrease in
step length will not only improve the predictor accu-
racy but will also increase the ERF on the next step.
Stzfl and nonstzf regions
It has already been emphasized in the section on
model stability that the stiff region of integration is
where the largest eigenvalue of J is changing slowly
(valid at least for distillation models). From our
alternative definition of computational stiffness given
by equation (5), we can see that in general, when the
integration is proceeding within the transient region,
h will be small for reasons of accuracy and thus SC(t)
will be small. Hence for the nonstiff regions 1la.J11will
be small, and in most cases will be such that
IlaJ II < 1. w Y(t,+,)=Y(t,)+O(h%
In this case, the general Newton-like iteration (20)
will reduce to the form of a functional iteration, as
given by equation (26). This has several implications
on the type of method which can be used and on
Jacobian evaluations. Firstly, if Jacobians are being
evaluated within the nonstiff regions, their accuracy
is not a significant factor. Indeed, within the nonstiff
regions it is better not to use the Newton-like iter-
ation at all, until such times that llaJ11> 1. Hence it
is advisable to use a method with a functional
iteration in order to reduce the overall number of
function evaluations.
Once the step length begins to increase and the
transient region has been integrated, the com-
putational stiffness becomes large, implying that
IlaJ
IIb 1. (29)
In this area the dominant terms are within the
Jacobian and a Newton-like iteration, coupled with a
stiff integration method becomes essential. The accu-
racy of the Jacobian now becomes extremely im-
portant in the stiff region and hence the sparse
pattern needs to be correct. If not, extremely erratic
behavior is obtained from the integrator within the
stiff region, with frequent convergence failures in the
solution of the corrector equations.
To be able to utilize the computational advantages
of both nonstiff and stiff techniques we need to know
when the methods should be used. The major
difficulty is to identify when the particular problem is
computationally stiff or nonstiff. Since it is not
feasible to compute the eigenvalues of large systems
of equations, we are forced to use at present a
heuristic approach to assess when the method should
be changed.
et al.
Recently, Petzold [20] proposed a particular imple-
mentation of the linear k-step methods in order to
switch between stiff and nonstiff methods. This imple-
mentation requires at least two iterations per step of
the AM method in order to generate a lower bound
for IlJ I), which is used as a measure of a,,,,. This can
be expensive in computational terms for large systems
derived from distillation dynamics simulation. A
more heuristic approach based on monitoring con-
vergence failures, order selection and step length can
identify the region where stiffness becomes a prob-
lem. It has been found that when the problem
becomes computationally stiff, there is an order re-
duction and convergence failure. At this point a
switch is made to the BDF methods.
Initial step length. It is possible to select auto-
matically the initial step length for both the BDF and
DIRK methods, based on the initial derivative
values. The computation of initial step length is also
useful in discontinuous problems, where the user does
not want to be involved in selecting the step length
arbitrarily. For the BDF code, the initial method is
of first order (backward Euler) and thus
(30)
where y(t,) are exact solutions and the principal error
term is 0(/r*). To be conservative we assume the
principal error term is hf. We require the truncation
error to be less than the user-set tolerance, so that
Ml < YiG (31)
and hence we selected h as
&=Z$+
II (32)
subject to minimum and maximum bounds de-
pending on the unit roundoff value of the machine
and the step length required to reach the next output
value for the results.
In the case of the DIRK code which uses a
third-order method (under local extrapolation) to
continue the integration, we use the approximation of
h2 times the zeroth-order error to estimate the initial
step-length to give
/.. “\ 113
again subject to maximum and minimum bounds.
Both these estimates for initial step length have been
used successfully on many distillation dynamics prob-
lems.
NUMERICAL EXPERIMENTS AND
RESULTS
In this section we examine the results of some
numerical experiments using various single- and
multiple-column distillation problems. The experi-
ments were performed to examine the relative merits
of the various methods as well as to investigate the
 A generalized model for distillation c&mm-II 201

Table 1. Integration statistics for “stiff” and “nonstiff” methods

AM BDF
No. of Switching time
ODES .x(t) (min)’ Lx kin NFE NSTEP NFE NSTEP NJE
45 830 10.4 -27.8 -0.334 921 506 646 180 22
665 5.2 -40.6 -0.061 1469 794 7% 250 34
1731 3.5 -43.0 -0.025 1590 835 801 283 30
60 739 5.9 - 110.9 -0.15 1208 679 531 128 14
2719 5.9 - 107.8 -0.04 1220 700 493 116 13
11580 5.9 - 102.8 -0.008 1230 748 551 118 16
*Time at which NFE,, = NFE,,

effects of implementation changes based on numer-
ical analysis considerations.
Table 1 gives the results of two test problems,
solved using the nonstiff AM method and with the
stiff stable BDF methods. The first example was for
a mixture of pentan~benzene-sulfolane in a 15plate
column, whilst the second problem is for the sepa-
ration of benzene-water-ethanol using a 20-plate
column. All the runs are for a 10% change in feed
rate with increasing product purity for each particu-
lar run. For these runs, the option of the simplified
model with checking only for unstable hydraulic
conditions was used.
Table 1 gives some basic data on each problem
including the theoretical stiffness ratio, maximum
and minimum eigenvalues (at the steady state) and
the number of function evaluations for each method.
Also given in Table 1 is the time at which the number
of function evaluations using AM methods with
functional iteration is equal to the number of func-
tion evaluations using BDF with the modified New-
ton iteration.
The theoretical stiffness ratio, was measured at the
beginning and end of the simulation and was found
to be relatively constant. The following points should
be noted from Table 1. For both problems the
theoretical stiffness ratio increases as the product
specification becomes tighter; however, for the first
problem the maximum eigenvalue increases in mag-
nitude as the minimum eigenvalue decreases. For the
second problem, the maximum eigenvalue is rela-
tively constant, the theoretical stiffness ratio in-
creasing due to a corresponding decrease in the
minimum eigenvalue. These results show that there is
a changeover point in the integration beyond which
gained by using a nonstiff routine such as the AM
methods coupled with functional iteration during the
initial transient region where S,(t) is small.
Once the initial transient has been integrated then
the stiff BDF methods with a Newton-like iteration
can be used, since the stiffness S,(f) begins to increase
significantly. At present, the point of changeover
between the AM and BDF methods has been based
on numerical experience. Further work is being done
to automatically detect the stiff and nonstiff regions,
within the integration methods being used.
In Table 2a we present some overall integration
statistics showing the behavior of the numerical
routines on a variety of distillation problems. The test
problems quoted in the table correspond to those in
Part I of this paper [3]. All the integration statistics
1450
1160
g
2
u) 870
6
P
580
290
0
1680

the BDF methods are to be preferred. This point is ._g

z
a break-even point, beyond which the problem 1
g 1260
stiffness requires that the correct method by em- 0
ployed. For the first case, the break-even point
.-s
decreases as the theoretical stiffness ratio increases. : 840
However, for the second case the break-even point is 2 -

constant and not related to the stiffness ratio. ?i

- AM method
What can be seen in these examples, is that the B 420
--- BDF method
break-even point is related to the magnitude of the
maximum eigenvalue &,, reinforcing the view that
the alternative “computational” stiffness measure 0.0 0.16 0.32 0 48 0.64 0.80

given by equation (5) is a more useful indicator for Time (h)

the particular problem. Fig. 1. Integration statistics (multiple-column problem:
Figures la and lb illustrate the advantage to be 122ODEs, stiffness ratio = 200).
208 et al.
I. T. CAMERON

Table 2a. Comparison of different integration methods

Problem description integration statistics Final
Test J COPY integration
Problem Method Model No. of ODEa S,(t) NFE NJE NSTEP used time 00
5 Adams Simplifiedd 122 200 2130 0 1441 - 0.8
BDF Simplifiedd 122 200 2170 16 170 No 1.4
BDFb Simplif& 122 918 16 171 No 1.4
BDF SimplitW 122 z 653 11 192 No 1.4
2 Adams Generalized 197 lob Fails Fails Faili - Fails
BDF Generalized 197 106 3013 22 147 No 0.15
BDFb Generalii 197 106 973 30 176 No 0.15
BDFb Simplifiedd 169 853 430 11 110 No 1.40
1 BDF Simplifiedd 243 916 2539 10 106 No 0.5
BDFb Simplifiedd 243 916 590 11 109 No 0.5
DIRKb Simplifiedd 243 916 886 11 82 No 0.5
It BDF Simplifiedd 419 912 729 15 167 No 0.5
BDFb Simplifiedd 419 912 556 9 167 Yes 0.5
DIRKb Simplifiedd 419 912 1647 15 134 No 0.5
DIRKb SimpIifkdd 419 972 1614 14 134 Yes 0.5
Werue code; bsparse code; ‘sparse code + switching; dsimplified model with checking for unstable hydraulic conditions.
tUsing actual number of plates.

Table 2b. Integration statistics of problems with and without unstable conditions
Problem description Integration statistics Final
Test integration Hydraulic
Problem Method Model No. of ODES Sttl NFE NJE NSTEP time ill1 unstabilitv
4 BDF Simplified’ 16 >106 360 13 104 1.4 No
BDF ckn-* 24 >106 952 28 155 1.4 Yes
BDF GeneraWdb 30 >106 9821 235 1022 0.9 start-up
‘Refiux drum and bottom dynamics not inch&d; %etIuxdrum and bottom dynamics included.

data correspond to simulation of dynamic responses
due to perturbations around a reference steady state.
The results are given for a stringent local error
tolerance of r = 10e6. These results indicate the rela-
tive performance of the codes using the options
available.
For Problem 5, using the simplified model, the
advantage of using sparse matrix technique8 with the
BDF method is clearly seen in the significant reduc-
tion in computational efforts, as illustrated by the
reduction in function evaluations. Also the advantage
of using the sparse option coupled with the nonstilT
method during the initial transient period again
benefits computational performance.
Problem 17, using the simplified model shows that
for the BDF method, the use of a copy of the
Jacobian can be very advantageous in reducing the
overall computational effort. In this case the number
of new Jacobian evaluations was reduced from 15 to
9, resulting in a reduction of almost 25% in the
computational effort. For the same test problem, the
DIRK code did not show a significant saving in
computing effort when using the copy option for the
Jacobian. This was because the code local error
criterion is quite conservative and very few con-
vergence or error failures were committed. For this
problem, the code committed one error failure, which
produced a saving in one new Jacobian evaluation.
The DIRK code used in these experiments did not
employ the strategy of checking the error bound
value for the next step and hence did not take
advantage of any potential savings. It can also be
noticed that at a local error tolerance oft = 10T6 the
code is not competitive with BDF in terms of com-
putation time. This is because the DIRK code uses
stricter tolerances on the stage calculation con-
vergence as well as local error tolerances. Normally
the DIRK code delivers a global error an order of
magnitude better than the BDF code.
Problem 2 with 197 ODEs (generalized model)
shows the necessity of using the BDF code because
of stiffness considerations. The difference in the the-
oretical stiffness ratio due to the addition of plate
hydraulics (general&d model) should be noted here.
In general, it was found that although the addition of
plate hydraulics calculations increases the theoretical
stiffness of the problem, the presence of physical
instability does not necessarily increase S,. It was
observed that, for the general&d model, the step size
is initially very small and gradually increases to large
values when there are no “disturbances”. If, however,
some discontinuity or disturbance (perturbation of a
variable or physical instability) occurred, there would
be a sharp decrease in the step size. The hydraulic
instabilities that caused a decrease in the step size
were found to be flooding and entrainment. Weeping
did not affect the step size (or the computational
stiffness). In the case of simulations during start-up,
there is a combination of discontinuities and dis-
turbances. Table 2b gives the integration statistics for
problems with and without hydraulic instability and
also for start-up operations. It should be noted that
 A general&d model for distillation columns-II 209

0.25 4 .then the efficiency of the methods become similar.

0.20 -.-A -H-b.-.

I IFor the results in Table 3, it should be noted that the
BDF code at z = 10e4 fails due to poor error control.
Table 4 gives some representative values of results

I .-•
computed using the runs of Table 3, showing very
0.15 little change in the computed values using the DIRK
2 routine. The most significant changes occurring in the
c
distillate (D) and bottoms (B) flow rates.
0.10 Finally, in Table 5 we give the CPU time in seconds

I.
L-.
n Nehydmulks on a ‘VAX 11/780 running under VMS for the
. Hydmulks
stert-q evaluation of the r.h.s. of the equation system. This
0.05 L
./‘--
&L*-• is the “function evaluation”. Data is given for the
generalized model and simplified model using Test
0.00- I I I Problem 2. Also, data is given for the multiple
0.0 0.5 1.0 1.5
column (Problem 5). Two values are quoted for both
Time (h)
the function evaluation and the equilibrium calcu-
Fig. 2. Step size as a function of time for simulation of
lations, which form a significant part of the total
problems with and without plate hydraulics.
function evaluation time. The first value in each case,
i.e. F’ and EQ’, refers to the time required for the first
except during start-up operations, at the presence of calculation, whereas F and EQ are the CPU times for
flooding (or entrainment), the simulation was subsequent calculations. Results for the generalized
stopped. Figure 2 illustrates how the step size change and simplified versions of the model using a thermo-
during simulation of a continuous operation dynamic package based on the Chao-Seader equa-
(simplified and generalized models) and a start-up tion of state are given in Table 5.
operation. The result for the multiple-column Test Problem 5
The infhtence of reducing the demanded local-error demonstrate the dramatic reduction in computation
in the DIRK code can be seen in Table 3 (Test ’ time when the thermodynamic package is replaced by
Problem It). As the tolerance is relaxed the lower- polynomial representation of the thermodynamic
order DIRK routine becomes quite efficient. This is properties. In this case the CPU time is -an order of
to be expected for a second/third-order method. Also, magnitude lower compared to the use of the full
it has been noted that if the maximum order of the thermodynamic package.
BDF code is restricted to 2 or 3 (equivalent to DIRK) Table 6 gives a summary of the number of iter-

Table 3. Comparison of DIRK reaults‘as a function of EPS

No. of
Mctllod ODEs NFE NJE NSTEP \ EPS

BDFb 419 9 167 10-e

DIRKb 419 14 134 10-e
DIRKb 419 953 13 60 10-s
DIRKb 419 308 6 13 IO--’
%ce Table 2a. BDF faila at IO-‘.

Table 4. Comparison of results for DIRK (BPS = IO-’ to 10v6)

DIRKb
Method: BDFb
Variable EPSZ 10-b 10-e 10-S IO-’

xD, (mok fraction) 0.93001021 0.93001018 0.93001035 0.93001158

xB, (mole fraction) 0.30873052 0.30873025 0.308729260 0.30872428
D (mol/h) 95.lOoOo3 95.099204 95.098658 95.098075
B (mol/h) 8.2441614 8.2449366 8.2458229 8.2491693
TXR) 565.054 565.054 565.054 565.054
T,(OR) 687.078 687.078 687.078 687.079

%ae Table 2a.

Table 5. Computing tima on the VAX 1l/780 computer

CPU (8)
Teat Model No. of
Problem version F’ F EO’ EO ODEa
2 Genemlizcd 10.15 6.73 a.55 3.52 196
2 Siipliiied 4.18 1.69 2.24 0.34 168
5 Siiplitkd 0.42 0.21 0.35 0.16 122

‘First function evaluation; F = fuoction evaluation (N functions); EQ = phase

aquilibrium calculation for all plates (equilibrium sub&).
210 I. T. CAMERONet al.

Table 6. Number of iterations

No. of iterations Coavergenee value used
Complex Simple Complex Simple
model model model mode.1
First function evaluation 4-5 65 10-u 10-V
During Jacobian evaluation
(a) perturbed variables 2-3 1-2 10-V
1 1
;;::: 10-g
(b) others
Other function evaluations I 1 lo-” 10-g

ations required and the accuracy achieved for the R” = The m-dimensional vector space
equilibrium calculations for the generalized and R” = The n-dimensional vector space
simplified models. Very high accuracy is achieved in S,(t) = The measure of computational stiffness
S,(t) = The theoretical measure of stiffness
only one or two iterations once the initial values have ,t = The independent variable, time
been computed. ta = The discretizedindependentvariableat nth Point
One significant advantage of the dynamic model t,,, = A Runge-Kutta quadraturepoint with respectto
formulation as set out in Part I of this paper [3] is that
T = temperature (“R)
the equilibrium prediction equations exist as alge- w = A particular solution of the variational equations
braic procedures and are not included explicitly in the x = Mole fraction
set of model equations which are solved simulta- y = The vector of differential or state variables
neously. Hence the equilibrium calculations being Y,,+~= The vector of differential variables at the jth
point in equation (6)
solved in the model have no problems with thermo-
y,,,= The vector of differential variables at the jth
dynamically infeasible phase predictions. quadrature point in equation (12)
Current work is proceeding in the area of start-up a = The vector of algebraic or procedure variables
and shutdown simulation using efficient methods for
Greek symbols
handling the discontinuous problem. Future work
a = The jth coefficient in the linear k-step methods
will concentrate on using a modified version for
t$= The jth coefficient in the linear k-step methods
robust steady-state solutions as well as the in- y = A coefficient of the implicit discretization meth-
vestigation of control system structures, safety and OdS

operational aspects of single- and multiple-column A, = The (i,j) element in the discretized Jacobian
I, = The ith eigenvalue of the Jacobian J
configurations. Y= An iteration index
r = The user-set local error tolerance
+ = A vector of known values in equation (8)
NOMENCLATURE

a=Theproductofhy
d = Approximation to a RBFMWNCES
a, = Value of a at tn
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b = The vector of Rung+Kutta graduate weights Livermore, Calif. (1974).
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C = The vector of RungeKutta graduate points algebraic systems in process dynamics. Ph.D. Thesis,
D = Distillate flow (mol/h) Univ. of London (1981).
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h = The step length of the discretization method Cliffs, N.J. (1971).
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0 = The unit matrix the numerical solution of differential equations. Com-
J = The system Jacobian put. J. 5, 329 (1963).
.I* = The approximate system Jacobian 6. D. A. Calahan, A stable, accurate method of numerical
Jo = The (i,j) element of the Jacobian J integration for non-linear systems. Proc. IEEE (Lett.)
k, = Summation limit for the linear k-step methods S6,%4 (1968).
kr = Summation limit for the linear k-step methods J. B. Cailland and L. Padmanabhan, An improved
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Pi = The vector of procedures A. Feng, C. D. Holland and S. E. Gallun, Development
P “+,,=The vector of procedures at the pth point in and comparison of a generalized semi-implicit
equation (7) Run~Kutta method with Gear’s method for systems
R, = The unit space of coupled differential and algebraic equations. Comput.
R’ = The I-dimensional vector space them. Engng & 51 (1984).
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