Hermite interpolation and A-stable methods for stiff ordinary differential equations |
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Authors: | W.D. Murphy |
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Affiliation: | Science Center, Rockwell International Thousand Oaks, California 91360, U.S.A. |
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Abstract: | Hermite interpolation in the form of Newton's divided difference expressions is employed to give a generating function for A-stable difference methods of order 2n. These methods can be used to solve the initial value ordinary differential equation y′=g(y,t), y(a)=η. The extension to higher dimensions is considered, and practical suggestions are given for step size changes and order changes. |
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