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Abstract
Extended second derivative multistep methods and their modified form have been introduced as efficient numerical solvers for stiff systems. Considering these methods from second derivative general linear methods point of view, we construct some perturbations of these methods which improve their stability properties while preserve their order. Numerical experiments confirm efficiency of the constructed perturbed methods.
Keywords : Second derivative multistep methods; general linear methods; A-stability; A(α)-stability; stiff systems
Received: 2013-7-16
Accepted: 2014-5-10
Published Online: 2015-11-3
Published in Print: 2015-9-1
© 2015 by Walter de Gruyter Berlin/Boston