HIGH ORDER A-STABLE BLOCK ETR2s AND THEIR APPLICATION TO SYSTEM OF FIRST ORDER ODES

Abstract

An eighth order block Extended Trapezoidal Rule of Second kind (ETR2s) is presented for the numerical integration of stiff system of first-order ordinary differential equations. In the derivation process, we adopt the power series approach which leads to a system of equations that would be solved simultaneously in block form to generate approximate solution for the differential equations. The stability properties of the method are also presented. Some test, reported to emphasize pros and cons of the method.