Hybrid Block Method for Direct Integration of First, Second and Third Order IVPs

Abstract

Construction of numerical methods for the solution of initial value problems (IVPs) in ordinary differential equations (ODEs) has been considered overwhelmingly in literature. However, the use of a single numerical method for the integration of ODEs of more than one order has not been commonly reported. In this paper, we focus on the development of a numerical method capable of obtaining the numerical solution of first, second and third-order IVPs. The method is formulated from continuous schemes obtained via collocation and interpolation techniques and applied in a block-by-block manner as a numerical integrator for first, second and third-order ODEs. The convergence properties of the method are discussed via zero-stability and consistency. Numerical examples are included and comparisons are made with existing methods in the literature.