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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2014 Volume 17, Number 1, Pages 67–81 (Mi sjvm532)

This article is cited in 3 papers

A family of highly stable second derivative block methods for stiff IVPs in ODEs

R. I. Okuonghae, M. N. O. Ikhile

Department of Mathematics, University of Benin, P. M. B 1154, Benin City, Edo state, Nigeria

Abstract: This paper considers a class of highly stable block methods for the numerical solution of initial value problems (IVPs) in ordinary differential equations (ODEs). The boundary locus of the proposed parallel one-block, $r$-output point algorithms shows that the new schemes are $A$-stable for output points $r=2(2)8$ and $A(\alpha)$-stable for output points $r=10(2)20$, where $r$ is the number of processors in a particular block method in the family. Numerical results of the block methods are compared with a second derivative linear multistep method in [8].

Key words: block methods, continuous methods, collocation and interpolation, boundary locus, $A(\alpha)$-stability, stiff IVPs.

MSC: 65L05, 65L06

Received: 29.09.2012
Revised: 04.12.2012


 English version:
Numerical Analysis and Applications, 2014, 7:1, 57–69

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