ON THE DERIVATION OF A NEW FIFTH-ORDER IMPLICIT RUNGE-KUTTA SCHEME FOR STIFF PROBLEMS IN ORDINARY DIFFERENTIAL EQUATION

M. E. EHIEMUA, G. U. AGBEBOH

Abstract


We present here, a new approach to the Radau method of solving stiff problems in Ordinary Differential Equation (ODE). This new implicit Runge-Kutta Scheme is derived for order 5, and the formular so derived was implemented, using Maple-18 package, and the results were compared with existing Radau Method. The performance of the method has improved results over those of Radau, on comparison for consistency convergence and stability.

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References


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