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New algorithm for first order stiff initial value problems

Adesanya A. O., Onsachi R. O., Odekunle M. R.

Fasciculi Mathematici

2017

Nr 58

19--28

In this paper, we consider the development and implementation of algorithms for the solution of stiff first order initial value problems. Method of interpolation and collocation of basis function to give system of nonlinear equations which is solved for the unknown parameters to give a continuous scheme that is evaluated at selected grid points to give discrete methods. The stability properties of the method is verified and numerical experiments show that the new method is efficient in handling stiff problems.