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Second derivative general linear methods

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Abstract

A class of second derivative Runge Kutta methods (SD-RKM) which has a simple transformation to the general linear methods (GLM) are employed for the numerical integration of stiff initial value problems (IVPs) in ordinary differential equations (ODEs). The new GLM which incorporates second derivative (SD) terms have the advantage of higher order L-stable methods for a given number of stages compared with the classical GLM.

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Authors and Affiliations

  1. Department of Mathematics, University of Benin City, Benin, Nigeria

    R. I. Okuonghae & M. N. O. Ikhile

Authors
  1. R. I. Okuonghae
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  2. M. N. O. Ikhile
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Correspondence to R. I. Okuonghae.

Additional information

In honour of Prof. J. C. Butcher (University of Auckland, New Zealand) on his 80th birthday

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Okuonghae, R.I., Ikhile, M.N.O. Second derivative general linear methods. Numer Algor 67, 637–654 (2014). https://doi.org/10.1007/s11075-013-9814-8

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  • DOI: https://doi.org/10.1007/s11075-013-9814-8

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