Thanks for your fast reply
To limit the possibilities I have now switched entirely to windows (xp) and started doing some runs on an Intel processor with two copilers: compaq 6.6 and ifl (7.0).
I had the same problem in linux with PGI and Intel compilers.
The results are reproductible in each compiler individually and they just start seriously diverging from one another after a number of iterations (say 1000).
I follow up some of the variables to try to see if there is any abrupt change, but this is very smooth.
For example at start I have for step 0:
compaq: 0 3.180673278510795E-002
intel: 0 3.18067327851079D-002
After 500 iterations for the same variable:
Intel: 500 -0.364960208039116
This difference then keeps increasing.
The code uses intrinsic functions (all Dble Prec) but I don't really think that is the cause although it probably helps propagation.
Thanks a lot for your help.