Abstract
New SDIRKN methods specially adapted to the numerical integration of second-order stiff ODE systems with periodic solutions are obtained. Our interest is focused on the dispersion (phase errors) of the dominant components in the numerical oscillations when these methods are applied to the homogeneous linear test model. Based on this homogeneous test model we derive the dispersion and P-stability conditions for SDIRKN methods which are assumed to be zero dissipative. Two four-stage symplectic and P-stable methods with algebraic order 4 and high order of dispersion are obtained. One of the methods is symmetric and sixth-order dispersive whereas the other method is nonsymmetric and eighth-order dispersive. These methods have been applied to a number of test problems (linear as well as nonlinear) and some numerical results are presented to show their efficiency when they are compared with other methods derived by Sharp et al. [IMA J. Numer. Anal. 10 (1990) 489–504].
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Franco, J., Gómez, I. & Rández, L. Four-stage symplectic and P-stable SDIRKN methods with dispersion of high order. Numerical Algorithms 26, 347–363 (2001). https://doi.org/10.1023/A:1016629706668
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DOI: https://doi.org/10.1023/A:1016629706668