Abstract

A class of exponentially fitted third derivative methods of order eight for solving stiff initial value problems in ordinary differential equations is derived. The derivation of the method which allows free parameters is cast into predictor-corrector form for efficient implementation. The analysis of the method shows that it is A-stable. The numerical implementation of the method to standard stiff problems shows that it is more efficient when compared with some existing methods which some the same set of problems (¹2000 Mathematics subject classification: primary: 65L05; Secondary 65L06, 65L20).

Key words: Exponential fitting, stiff IVPs, A-stable.