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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)

 

Some $ A$-stable methods for stiff ordinary differential equations


Author: R. K. Jain
Journal: Math. Comp. 26 (1972), 71-77
MSC: Primary 65L05
MathSciNet review: 0303733
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Abstract: This paper gives some $ A$-stable methods of order $ 2n$, with variable coefficients, based on Hermite interpolation polynomials, for the stiff system of ordinary differential equations, making use of $ n$ starting values. The method is exact if the problem is of the form $ y'(t) = Py(t) + Q(t)$, where $ P$ is a constant and $ Q(t)$ is a polynomial of degree $ 2n$.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0025-5718-1972-0303733-1
PII: S 0025-5718(1972)0303733-1
Keywords: Stiff system of ordinary differential equations, $ A$-stability, multi-step methods, Lagrangian interpolation polynomials, Hermite interpolation polynomials
Article copyright: © Copyright 1972 American Mathematical Society