Abstract

This paper is concerned with the accuracy and efficiency of a three step second derivative linear multistep method for the approximate solution of stiff initial value problems. The main methods were derived by blending of two linear multistep methods using continuous collocation approach. These methods are of uniform order four. The stability analysis of the block methods indicates that the methods are A–stable, consistent and zero stable hence convergent. Numerical results obtained using the proposed new block methods were compared with those obtained by the well known ODE solver ODE15S to illustrate its accuracy and effectiveness. The proposed block method is found to be efficient and accurate hence recommended for the solution of stiff initial value problems.