A direct variable step block multistep method for solving general third-order ODEs

作者：Mehrkanoon Siamak^*

来源：Numerical Algorithms, 2011, 57(1): 53-66.

DOI：10.1007/s11075-010-9413-x

• Direct block method
• Three-point one-block
• Variable step size
• Third-order ordinary differential equations

This paper discusses a direct three-point implicit block multistep method for direct solution of the general third-order initial value problems of ordinary differential equations using variable step size. The method is based on a pair of explicit and implicit of Adams type formulas which are implemented in PE(CE) (t) mode and in order to avoid calculating divided difference and integration coefficients all the coefficients are stored in the code. The method approximates the numerical solution at three equally spaced points simultaneously. The Gauss Seidel approach is used for the implementation of the proposed method. The local truncation error of the proposed scheme is studied. Numerical examples are given to illustrate the efficiency of the method.

• 出版日期2011-5