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Proficiency of Second Derivative Schemes for the Numerical Solution of Stiff Systems

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Document pages: 12 pages

Abstract: This paper presents a study on the development andimplementation of a second derivative method for the solution of stiff firstorder initial value problems of ordinary differential equations using method ofinterpolation and collocation of polynomial approximate solution. The resultsof this paper bring some useful information. The constructed methods are A-stableup to order 8. As itis shown in the numerical examples, the new methods are superior for stiffsystems.

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