IJPAM: Volume 80, No. 4 (2012)

BLOCK HYBRID-SECOND DERIVATIVE METHOD
FOR STIFF SYSTEMS

F.F. Ngwane$^1$, S.N. Jator$^2$
$^1$Department of Mathematics
USC Salkehatchie, SC, USA
$^2$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
Year: 2012
Volume: 80
Issue: 4