An automatic multistep method for solving stiff initial value problems
نویسنده
چکیده
A multistep method with matricial coefficients is developed. It can be used to solve stiff initial value problems of the form y’= Ay + g(x,y). This method bears the nature of the classical Adams-Bashforth-Moulton PC formula and can be shown to be consistent, convergent and A-stable. A careful reformulation of this method legitimatizes the implementation of this algorithm in a variable-step variable-order fashion. Numerical test results from a PECE mode of this method show its possible advantages.
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