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

被引：0

作者：

M. Van Daele

G. Vanden Berghe

机构：

[1] Universiteit Gent,Vakgroep Toegepaste Wiskunde en Informatica

来源：

Numerical Algorithms | 2007年 / 46卷

关键词：

Exponential fitting; Obrechkoff methods; P-stability; Padé approximants;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We consider the construction of P-stable exponentially-fitted symmetric two-step Obrechkoff methods for solving second order differential equations related to an initial value problem. Our approach is based on two ideas: for the exponential fitting, we follow the ideas of Ixaru and Vanden Berghe; for the P-stability we introduce exponentially-fitted Padé approximants to the exponential function. By combining these two ideas, we are able to construct P-stable methods of arbitrary (even) order.

引用

页码：333 / 350

页数：17

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