A method of numerical integration for a system of ordinary differential equations with the use of the Hermitian interpolating polynomials (Q1571267)

The authors suggest a method of numerical integration for a system of ordinary differential equations. The method is based on the representation of the right-hand sides of the differential equation in terms of Hermitian interpolating polynomials, is A-stable, and is characterized by a local error of the seventh order with respect to the integration step. The results of calculations for some known test problems are reported; algorithmic methods are described that make it possible to write a program for integrating a system of ordinary differential equations with discontinuous right-hand sides.