A two step method for the numerical integration of stiff differential equations

Authors
Citation
H. Bulut et M. Inc, A two step method for the numerical integration of stiff differential equations, INT J COM M, 73(3), 2000, pp. 333-340
Citations number
4
Categorie Soggetti
Engineering Mathematics
Journal title
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS
ISSN journal
00207160 → ACNP
Volume
73
Issue
3
Year of publication
2000
Pages
333 - 340
Database
ISI
SICI code
Abstract
We examine a single-step implicit-integration algorithm which is obtained b y a modification of the well-known Simpson rule. The accuracy and stability properties of these methods are investigated. The obtained new method is a fourth-order numerical process and preserves the property of A-stability o f the Simpson rule. Numerical results for the solution of certain stiff equ ations.