A variable step implicit block multistep method for solving first-order ODEs

Authors:
S. Mehrkanoon;Z. A. Majid;M. Suleiman
Affiliations:
Department of Mathematics, Faculty of Science, University Putra Malaysia, 43400 UPM, Serdang, Selangor, Malaysia;Department of Mathematics, Faculty of Science, University Putra Malaysia, 43400 UPM, Serdang, Selangor, Malaysia;Department of Mathematics, Faculty of Science, University Putra Malaysia, 43400 UPM, Serdang, Selangor, Malaysia
Venue:
Journal of Computational and Applied Mathematics
Year:
2010

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Abstract

A new four-point implicit block multistep method is developed for solving systems of first-order ordinary differential equations with variable step size. The method computes the numerical solution at four equally spaced points simultaneously. The stability of the proposed method is investigated. The Gauss-Seidel approach is used for the implementation of the proposed method in the PE(CE)^m mode. The method is presented in a simple form of Adams type and all coefficients are stored in the code in order to avoid the calculation of divided difference and integration coefficients. Numerical examples are given to illustrate the efficiency of the proposed method.