A New Inverse Runge–Kutta Scheme for Stiff Ordinary Differential Equation

Abstract

The paper, discusses semi-implicit inverse Runge –Kutta Scheme for  numerical solution of stiff ordinary differential equation of the form y'=f(x,y), a≤x≤b. Its derivation adopts Taylor and binomial series expansion , while it analysis of its stability uses the well known A-stability test model equation. Both theoretical and experimental results show that the scheme is A-stable. Numerical results compared favourably with existing Euler’s method.