A new numerical integrator for the solution of stiff first order ordinary differential equations

Abstract

This paper considered one step numerical integrator for the solution of first order initial value problems. The method of interpolation of the power series approximate solution and collocation of the differential system to generate a continuous linear multistep method which was evaluated at some selected grid points and implemented in block method was considered. The basic properties of the resultant discrete block method was investigated and found to be zero-stable, consistent and convergent. The numerical integrator was tested on some numerical examples, the results were presented in tabular form and adequately discussed.