Numerical Approach for Solving Stiff Differential Equations Through the Extended Trapezoidal Rule Formulae

Abstract

The most popular methods for the solution of stiff initial value problems for ordinary differential equations are the backward differentiation formulae (BDF). In this paper, we focus on the derivation of the fourth, sixth and eighth order extended trapezoidal rule of first kind (ETRs) formulae through Hermite polynomial as basis function which we named FETR, SETR and EETR respectively. We then interpolate and collocate at some points of interest to generate the desire method. The stability analysis on our methods suggests that they are not only convergent but possess regions suitable for the solution of stiff ordinary differential equations (ODEs). The methods were very efficient when implemented in block form, they tend to perform better over existing methods.