One-Step Embedded Hybrid Block Method for Solving First Order Stiff Initial Value Problems of Ordinary Differential Equations
Authors
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Adee, S. O.
Department of Mathematics, Modibbo Adama University, Yola
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Kumleng, G. M.
Department of Mathematics, University of Jos, Nigeria
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Patrick, P. P.
Department of Mathematics, University of Jos, Nigeria
Abstract
We propose a new hybrid method by embedding the extended four-step backward differentiation formulae of Akinfenwa & Jator (2015) into a one-step method by a continuous approximation via multistep collocation technique for the solution of first-order stiff initial value problems of ordinary differential equations. The embedded hybrid block method (EHBM) here consists of four discrete formulae which are simultaneously used as integrators. Analysis of the properties of the EBHM indicate that the method is of order five, convergent, and A-stable making it suitable for solving stiff problems. Implementing the proposed method using some numerical examples shows its accuracy when compared with existing methods in the literature.
Keywords: Hybrid block method, Embedded BDF, Multistep collocation