IJPAM: Volume 80, No. 4 (2012)
FOR STIFF SYSTEMS
Department of Mathematics
USC Salkehatchie, SC, USA
Department of Mathematics and Statistics
Austin Peay State University
Clarksville, TN 37044, USA
Abstract. A continuous representation based on the Hybrid Second Derivative Method (HSDM) is constructed and used to generate Initial Value Methods (IVMs) for stiff systems of first order ordinary differential equations. The IVMs are applied as simultaneous numerical integrators by assembling them into a single block matrix equation which is A-stable. Numerical results produced by the block method show that the method is competitive with existing ones in the literature.
Received: June 28, 2012
AMS Subject Classification: 65L05, 65L06
Key Words and Phrases: first order system, hybrid method, off-step point, block method, second derivative
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Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395