Abstract
One-step methods of Hermite type with coefficients equal to the derivatives of Laguerre polynomials at certain points are considered. The methods areA-stable of order 1, 2, 3, 5 and for order higher than 5 they are “nearly”A-stable. Used with special linear problems the matrix inversion turns out to be simple.
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References
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Supported in part by a grant from the University of Dundee, Dundee, Scotland.
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Nørsett, S.P. One-step methods of hermite type for numerical integration of stiff systems. BIT 14, 63–77 (1974). https://doi.org/10.1007/BF01933119
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DOI: https://doi.org/10.1007/BF01933119