A spectral collocation method for solving initial value problemsof first order ordinary differential equations

We propose a spectral collocation method for solving initial value problems of first order ODEs, based on the Legendre-Gauss-Lobatto interpolation. This method is easy to be implemented and possesses the spectral accuracy. We also develop a multi-step version of this process, which is very available for long-time calculation. Numerical results demonstrate the high accuracy of suggested algorithms and coincide well with the theoretical analysis.