ON THE NUMERICAL INTEGRATION OF THIRD ORDER BOUNDARY VALUE PROBLEMS BY A LINEAR MULTISTEP METHOD
Samuel Nemsefor Jator · 2008
In this paper, we derive a continuous linear multistep method (LMM) with step number k, which is used to generate multiple finite difference methods (MFDMs). The MFDMs are assembled into a single block matrix equation which is used to solve third order BVPs. It is shown that the result- ing block method has order greater than one, zero-stable, and hence convergent. A specific method for k = 3 is used to illustrate the process. Numerical exper- iments are performed to show the reliability of the method.