An \(A\)-stable extended trapezoidal rule for the integration of ordinary differential equations (Q1085572)

The paper is concerned with the numerical method for \(dz/dx=f(x,z)\) defined by the coupled equations \[ z_{n+1}=z_ n+(h/12)[5f_ n+8f_{n+1}-f^*_{n+2}],\quad z^*_{n+2}=5z_ n- 4z_{n+1}+h[2f_ n+4f_{n+1}], \] where \(f_ n=f(x_ n,z_ n),\) \(f^*_ n=f(x_ n,z^*_ n)\), \(n=0,1,... \). \(A\)-stability and convergence of the third order are proved, which would indicate that the method is intended to integrate stiff systems. However the suggested solution technique for the nonlinear equations is a nonlinear Gauß-Seidel iteration, clearly unsuitable for stiff problems. While fixed step numerical results for a mildly stiff linear problem are given, not much effort is devoted to practical implementation aspects or to comparison with other available techniques.