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A New Numerical Method for Solving Stiff Initial Value Problems

Abstract

Bature Babangida*, Musa H and Kane IL

A new numerical method that computes 2–points simultaneously at each step of integration is derived. The numerical scheme is achieved by modifying an existing DI2BBDF method. The method is of order 2. The stability analysis of the new method indicates that it is both zero and A–stable, implying that it is suitable for stiff problems. The necessary and sufficient conditions for the convergence of the method are also established which proved the convergence of the method. Numerical results show that the method outperformed some existing algorithms in terms of accuracy.

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