New efficient second derivative multistep methods for stiff systems

Abstract

The aim of this paper is to select from the large family of possible general linear methods, just a single class which has considerable potential for efficient implementation. This class has possible applications depending on stiff nature of a problem to be performed. A special class of second derivative multistep method (SDMM) is derived. The stability analysis of this class which is depending on free parameters is discussed. The stability regions are plotted for certain choices of parameters. A good comparison between the results of this class and the results due to Gear and Enright is recommended during some numerical tests.