P-stable Obrechkoff methods of arbitrary order for second-order differential equations

被引:60
|
作者
Van Daele, Marnix [1 ]
Vanden Berghe, Guido [1 ]
机构
[1] Univ Ghent, Vakgroep Toegepaste Wiskunde Informat, B-9000 Ghent, Belgium
关键词
Obrechkoff methods; P-stability;
D O I
10.1007/s11075-007-9084-4
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Following the ideas of Ananthakrishnaiah we develop a family of P-stable Obrechkoff methods of arbitrary even order. The coefficients of these methods follow from a recursive algorithm. It is also shown that the stability functions of the thus obtained methods can be expressed as Pade approximants of the exponential function with a complex argument. A numerical example is given to illustrate the performance of the methods.
引用
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页码:115 / 131
页数:17
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