An implicit numerical solver for nonlinear hyperbolic partial differential equations (Q1070795)

Nonlinear hyperbolic equations are approximated by implicit finite difference schemes and solved by perturbed functionals. The method has a superlinear rate of convergence and uses linearization only along the diagonal which is damped out as the solution progresses. No factorization of matrices or computation of Jacobians is needed. This degenerate code solves models with both continuous and discontinuous solutions. A number of applications are detailed.