The Numerical Integration of Stiff Systems of ODEs using Stiffly Stable Continuous Second Derivative Hybrid Methods

Abstract

A class of continuous second derivative hybrid methods is developed and the stability of these methods is investigated using the root locus plot. The k-step stiffly stable schemes of order k + 2 are suitable for stiff systems of equations for k ≤ 14 . These schemes have been implemented and some numerical results are presented.

Keywords: Continuous Linear Multistep Methods, Hybrid Predictor, Stiff Stability, Root Locus.