NEW IMPLICIT MULTISTEP METHOD FOR ODE’S
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Boroni, G., Lotito, P., & Clausse, A. (2023). NEW IMPLICIT MULTISTEP METHOD FOR ODE’S. Revista De La Academia Colombiana De Ciencias Exactas, Físicas Y Naturales, 34(133), 521–528. https://doi.org/10.18257/raccefyn.34(133).2010.2477

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Abstract

A new class of multistep methods for stiff ordinary differential equations is presented. The method is based on the transformation of the arguments of the original system into purely algebraic combinations of the solutions of previous steps. The scheme differs from the classical multistep methods in that the state variables, instead of functions of them, are approximated by means of linear combination of previous steps. A family of coefficients is deduced from a combined analysis of convergence order and stability. Numerical results are presented for three test problems.

https://doi.org/10.18257/raccefyn.34(133).2010.2477

Keywords

multistep methods | ordinary differential equations | A-stability | convergence order
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References

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