Abstract:Some L-stable fourth-order explicit one-step numerical integration formulas which require no matrix inversion are proposed to cope effectively with systems of ordinary differential equations with large Lipschitz constants (including those having highly oscillatory solutions). The implicit integration procedure proposed in Fatunla  is further developed to handle a larger class of stiff systems as well as those with highly oscillatory solutions. The same pair of nonlinear equations as in  is solved for the stiffness/oscillatory parameters. However, the nonlinear systems are transformed into linear forms and an efficient computational procedure is developed to obtain these parameters. The new schemes compare favorably with the backward differentiation formula (DIFSUB) of Gear ,  and the blended linear multistep methods of Skeel and Kong , and the symmetric multistep methods of Lambert and Watson .
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- © Copyright 1980 American Mathematical Society
- Journal: Math. Comp. 34 (1980), 373-390
- MSC: Primary 65L05
- DOI: https://doi.org/10.1090/S0025-5718-1980-0559191-X
- MathSciNet review: 559191