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High order methods for the numerical integration of ordinary differential equations

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Summary

High order implicit integration formulae with a large region of absolute stability are developed for the approximate numerical integration of both stiff and non-stiff systems of ordinary differential equations. The algorithms derived behave essentially like one step methods and are demonstrated by direct application to certain particular examples.

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  1. Department of Mathematics, Imperial College of Science and Technology, Queen's Gate, S.W. 7 2PJ, London, England

    J. R. Cash

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  1. J. R. Cash
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Cash, J.R. High order methods for the numerical integration of ordinary differential equations. Numer. Math. 30, 385–409 (1978). https://doi.org/10.1007/BF01398507

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