Extended double-stride \(L\)-stable methods for the numerical solution of ODEs (Q1913436)

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Extended double-stride \(L\)-stable methods for the numerical solution of ODEs
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    Extended double-stride \(L\)-stable methods for the numerical solution of ODEs (English)
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    7 April 1997
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    Two formulae are derived, each of which can be regarded as a modified version of Milne's method. It is claimed that they are both 4th-order and \(L\)-stable. It is proposed to implement these methods for stiff problems by using simple fixed-point iteration, and some numerical results are shown for two scalar test problems. It appears that both methods could be recast as implicit Runge-Kutta methods which would provide a means for checking the results of the paper.
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    multistep methods
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    \(L\)-stability
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    fourth-order method
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    stiff systems
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    numerical examples
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    Milne's method
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    implicit Runge-Kutta methods
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