This paper considers family of A(α)-stable second derivative linear multistep methods of order p = k + 3 for step number k ≥ 15 for the solution of stiff IVPs in ODEs. The methods are demonstrated to be A(α)-stable for k ≥ 13. At k = 14, the method is stable but not A(α)-stable. The instability of the new methods sets in when k > 15. Numerical examples are given to demonstrate the application of the methods.
ButcherJ.C., A modified multistep method for the numerical integration of ODEs. J. Assoc. Comput. Mach.Vol. 12, (1965), 124–135.
2.
ButcherJ.C., A generalization of singly-implicit methods. BIT.Vol. 21, (1981), pp. 175–189.
3.
ButcherJ.C., The Numerical Analysis of Ordinary Differential Equation: Runge Kutta and General Linear Methods, Wiley, Chichester, (1987).
4.
ButcherJ.C., Some new hybrid methods for IVPs. In. CashJ. R. and WellGlad (eds), Computational ODEs.Clarendon press, Oxford (1992), 29–46.
5.
ColemanJ.P., and DuxburyS.C., Mixed collocation methods for y = f(x, y), University of Durham, Dept. of Mathematical Sciences. Research Report NA-99/01, (1999). J. Comput. Appl., (2000), pp. 47–75.
6.
GraggW.B., and StetterH. J., Generalized multistep predictor corrector methods, J. Assoc. Comput. Mach., Vol. 11 (1964), pp. 188–209.
7.
DahlquistG., On stability and error analysis for stiff nonlinear problems. Part 1, Report No TRITA-NA-7508, Dept. of Information processing, Computer Science, Royal Inst. of Technology, Stockholm, (1975).
8.
EnrightW.H., Second derivative multistep methods for stiff ODEs. SIAM. J. (1974), pp. 321–331.
9.
EnrightW.H., Continuous numerical methods for ODEs with defect control. J. Comput. Appl. Math., Vol. 125 (2000), pp. 159–170.
10.
EnrightW.H.HullT.E. and LinbergB., Comparing numerical methods for stiff of ODEs systems. BIT, Vol. 15 (1975), pp. 10–48.
11.
FatunlaS.O., Numerical Methods for Initial Value Problems in ODEs.Academic Press, New York, (1978).
12.
FatunlaS.O., One-leg multistep method for second order ODEs. Comp. Math.Applic.Vol. 10, No.1, (1984) pp. 1–4.
13.
GearC.W., The automatic integration of stiff ODEs. pp. 187–193 in MorrellA.J.H. (ed). Information processing 68: Proc. IFIP Congress, Edinurgh (1968), Nor-Holland, Amsterdam.
14.
GearC.W., Algorithm 407, DIFSUB for solution of ODEs. Comm. ACM, Vol. 14 (1971) pp. 185–278.
15.
GearC.W., Numerical Initial Value Problems in ODEs.Prentice-Hall. Englewood Cliffs. N.J., (1971).
16.
HighamJ.D. and HighamJ.N., Matlab Guide.SIAM. Philadelphia (2000).
17.
HairerE.NorsetS.P., and WannerG., Solving Ordinary Differential Equations I. Nonstiff Problems, Springer-Verlag, Berlin, (1993).
18.
HairerE., and WannerG., Solving Ordinary Differential Equations II. stiff and Differential-Algebraic Problems, Springer-Verlag, Berlin, (1996).
19.
IkhileM.N.O., Coefficients for studying one-step rational schemes for IVPs in ODEs: III. Extrapolation methods. International J Comput. and Maths with Applic.Vol. 47 (2004), pp. 1463–1475.
20.
IkhileM.N.O., The root and bell's iteration methods are of the same error propagation characteristics in the simultaneous determination of the zeros of a polynomial, part I: Correction methods InternationalJ. Comput. and Maths with Applic.Vol. 56 (2008), pp. 411–430.
21.
IkhileM.N.O., and OkuonghaeR.I., Stiffly stable continuous extension of second derivative LMM with an off-step point for IVPs in ODEs. J. Nig. Assoc. Math. Physics.Vol. 11 (2007), pp. 175–190.
22.
KohfeldJ.J., and ThompsonG.T., Multistep methods with modified predictors and correctors. J. Assoc. Comput. March., Vol. 14 (1967), 155–166.
23.
LambertJ.D., Numerical Methods for Ordinary Differential Systems. The Initial Value Problems.Wiley, Chichester, (1991).
24.
LambertJ.D., Computational Methods for Ordinary Differential Systems. The Initial Value Problems.Wiley, Chichester, (1973).
25.
MarthinsenA., Continuous Extensions to Nystrom Methods for the Explicit Solution of Second Order Initial Value Problems, University of Trondheim, Department of Mathematical Sciences, Preprint Numerics No. 4 (1994), p. 31.
26.
MarthinsenA., Continuous Extensions to Nystrom Methods for Second Order Initial Value Problems, BIT, No. 36 (1996), pp. 309–332.
27.
NevanlinnaO., On the numerical integration of nonlinear IVPs by linear multistep methods. BIT, Vol. 17, (1977). pp. 58–71.
28.
OwrenB., and ZennaroM., Order Barriers for Continuous Explicit Runge Kutta Methods, University of Trondheim, The Norwegian Institute of Technology, Division of Mathematical Sciences, Preprint Mathematics and Computation, No. 2/89, (Preprint for)Math. Comput., 56 (1991), pp. 645–661, 1488–1501.
29.
OwrenB., and ZennaroM., Continuous explicit Runge Kutta methods, pp. 97–105 in Computational ODEs., Proc. Conf. London/UK 1989. Inst. Math. Appl. Conf. Ser., New Ser. 39,(1992).
30.
OwrenB., and ZennaroM., Derivation of Efficient Continuous Explicit Runge Kutta Methods, University of Toronto, Computer Science Dept; Technical Report 240/90, 1990 (Preprint for) SIAM J. Sci. Stat Comp., 13 (1992), pp. 1488–1501.
31.
OkuonghaeR.I., Stiffly Stable Second Derivative Continuous LMM for IVPs in ODEs. Ph.D Thesis. Dept. of Maths. University of Benin, BeninCity. Nigeria. (2008).
32.
SelvaM.ArevaloC., and FuhererC., A collocation formulation of multistep methods for variable step size extensions. Appl. Numer. Math, Vol. 42 (2002). pp. 5–16.
33.
SirisenaU.W.OnumanyiP., and ChollonJ.P., Continuous hybrid through multistep collocation. ABACUS, Vol. 28; No. 2; (2002), pp. 58–66.