A Family of High Order One-Block Methods for the Solution of Stiff Initial Value Problems

Main Article Content

I. J. Ajie
K. Utalor
P. Onumanyi

Abstract

In this paper, we construct a family of high order self-starting one-block numerical methods for the solution of stiff initial value problems (IVP) in ordinary differential equations (ODE). The Reversed Adams Moulton (RAM) methods, Generalized Backward Differentiation Formulas (GBDF) and Backward Differentiation Formulas (BDF) are used in the constructions. The E-transformation is applied to the triples and a family of self-starting methods are obtained. The family is for . The numerical implementation of the methods on some stiff initial value problems are reported to show the effectiveness of the methods. The computational rate of convergence tends to the theoretical order as h tends to zero.

Keywords:
Stiffness, initial value problem and multistep methods

Article Details

How to Cite
Ajie, I. J., Utalor, K., & Onumanyi, P. (2019). A Family of High Order One-Block Methods for the Solution of Stiff Initial Value Problems. Journal of Advances in Mathematics and Computer Science, 31(6), 1-14. https://doi.org/10.9734/jamcs/2019/v31i630128
Section
Original Research Article