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New second derivative multistep methods for stiff systems
Authors:G Hojjati  MY Rahimi Ardabili  SM Hosseini
Institution:1. Faculty of Mathematics, Tabriz University, 29 Bahman Street, 5166614766 Tabriz, Iran;2. Department of Mathematics, Tarbiat Modarres University, P.O. Box 14115-175, Tehran, Iran
Abstract:In this paper we present details of a new class of second derivative multistep methods. Stability analysis is discussed and an improvement in stability region is obtained. With a simple modification we take advantage of calling for the solution of algebraic equations with the same coefficient matrix in each step. Moreover, using IOM to solve the resulting linear systems, the coefficient matrix is not needed explicitly. Some numerical experiments and comparison with several popular codes are given, showing strong superiority of this new class of methods.
Keywords:Stiff ODEs  Multistep and multiderivative methods  Stability aspects  IOM
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