A linear multi-step hybrid methods with continuous coefficient for solving stiff ordinary differential equation
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Date
2011
Authors
OA Akinfenwa, SN Jator, NM Yao
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Abstract
A four-step Continuous Block Hybrid Method (CBHM) with four non-step points of order (9, 9, 10, 9, 9, 9, 9, 9)T is proposed for the direct solution of the 1st order Initial Value Problems (IVPs). The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The stability properties of the methods are discussed and the stability region shown. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form shows that it is attractive for solutions of stiff problems.
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Keywords
Stiff, CBHM, Off-step point, Collocation and interpolation