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

Abstract

We examine a single-step implicit-integration algorithm which is obtained by 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 of the Simpson rule. Numerical results for the solution of certain stiff equations.

Keywords:

• One-step methods
• stiff differential equations
• A-stability
• Simpson rule

C.R. Categories:

• G.17

^∗Corresponding author

^∗Corresponding author

Notes

^∗Corresponding author