Hybrid block formulae whose eigenvalues of Jacobian matrices are close to the imaginary axis of the complex plane

Abstract

Methods for integrating stiff initial value problems are required to be A-stable. Of great interest are A-stable methods whose Jacobian matrices have their eigenvalues close to the imaginary axis of the complex plane. This class of A-stable methods are very rare. This paper is on the development of a new family of A-stable hybrid block method whose Jacobian matrices possess eigenvalues on the imaginary of the complex plane via interpolation and collocation techniques. The family of methods developed herein are A-stable for order p ≤ 18. Numerical solutions generated by the new method are compared with existing methods in the literature. The numerical results show that the new class of methods are more efficient and accurate.

Keywords

• A-stable
• Stiff initial value problem
• Complex plain
• Hybrid block method