An automatic multistep method for solving stiff initial value problems |
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Authors: | Moody T Chu |
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Institution: | Department of Mathematics, North Carolina State University, Raleigh, NC 27650, USA |
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Abstract: | A multistep method with matricial coefficients is developed. It can be used to solve stiff initial value problems of the form y′ = Ay + g(x, y). This method bears the nature of the classical Adams—Bashforth—Moulton PC formula and can be shown to be consistent, convergent and A-stable. A careful reformulation of this method legitimatizes the implementation of this algorithm in a variable-step variable-order fashion. Numerical test results from a PECE mode of this method show its possible advantages. |
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Keywords: | Stiff IVPs Adams PC formula variable-step variable-order multistep method |
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