Open AccessA FAMILY OF EXPONENTIALLY FITTED MULTIDERIVATIVE METHOD FOR STIFF DIFFERENTIAL EQUATIONS
Author(s) -
Cletus Abhulimen,
L. A. Ukpebor
Publication year - 2017
Publication title -
journal of advances in mathematics
Language(s) - English
Resource type - Journals
ISSN - 2347-1921
DOI - 10.24297/jam.v13i2.5649
Subject(s) - mathematics , linear multistep method , backward differentiation formula , numerical analysis , set (abstract data type) , stability (learning theory) , exponential integrator , numerical methods for ordinary differential equations , derivative (finance) , differential equation , mathematical analysis , l stability , exponential growth , ordinary differential equation , differential algebraic equation , computer science , machine learning , financial economics , economics , programming language
In this paper, an A-stable exponentially fitted predictor-corrector using multiderivative linear multistep method for solving stiff differential equations is developed. The method which is a two-step third derivative method of order five contains free parameters. The numerical stability analysis of the method was discussed, and found to be A-stable. Numerical examples are provided to show the efficiency of the method when compared with existing methods in the literature that have solved the set of problems.