IJAM, Volume 27, No. 4 (2014)

Abstract. This paper dwells on the stability analysis of extended exponential general linear methods. Like the paper of Butcher [1], we are able to show using the root locus method that the various methods constructed posses favorable stability properties as they are zero stable as their parasitic roots lie in a unit circle. It is also shown that for positive stepsizes, the error estimate holds with a positive constant, independent of n and the stepsizes (h). Experimental experience reveals that our scheme converges.