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A class of exponentially fitted third derivative methods of
order eight for solving stiff initial value problems in
ordinary differential equations is derived. The derivation
of the method which allows free parameters is cast into
predictor-corrector form for efficient implementation. The
analysis of the method shows that it is A-stable. The
numerical implementation of the method to standard stiff
problems shows that it is more efficient when compared with
some existing methods which some the same set of problems (12000
Mathematics subject classification: primary: 65L05;
Secondary 65L06, 65L20).
Key
words:
Exponential fitting, stiff IVPs, A-stable. |
