ABSTRACT

The birth of linear multistep method was a result of the idea of extending the Euler method by allowing the approximate solution at a point to depend on solution values and the derivative values at several previous step values [1]. This was originally introduced by [2], and the idea was later extensively developed by Moulton [3]. The idea has literally become the topics of research for several authors whose interests are in numerical method for solution of differential equations. Nystrom [4] and Milne [5,6] developed a special type of linear multistep method, while backward difference methods were introduced by Curtiss and Hirschfelder [7].