An explicit two-step method exact for the scalar test equation \(y'= \lambda y\) (Q1570170)

An explicit two-step method exact for the scalar test equation \(y'= \lambda y\), \(\text{Re}( \lambda) < 0\) is presented. It is an exponentially fitted, L-stable (thus, A-stable), and of order 2. With a new set of vector computations, the authors also extend directly the method to systems of ordinary differential equations. Numerical experiments demonstrate that this explicit two-step method is suitable for stiff systems.