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

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An explicit two-step method exact for the scalar test equation \(y'= \lambda y\)
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    An explicit two-step method exact for the scalar test equation \(y'= \lambda y\) (English)
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    6 December 2000
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    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.
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    stiff system
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    numerical examples
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    two-step method
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    L-stability
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    A-stability
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    exponential fitting
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    test equation
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