New numerical methods for blow-up problems

Abstract: Two new methods of numerical integration of Cauchy problems for ODEs with blow-up solutions are described. The first method is based on applying a differential transformation, where the first derivative (given in the original equation) is chosen as a new independent variable. The second method is based on introducing a new non-local variable that reduces ODE to a system of coupled ODEs. Both methods lead to problems whose solutions do not have blowing-up singular points, therefore the standard numerical methods can be applied. The efficiency of the proposed methods is illustrated with several test problems.