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

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; fo...

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Veröffentlicht in:Numerical algorithms 2007-12, Vol.46 (4), p.333-350
Hauptverfasser: Van Daele, M., Vanden Berghe, G.
Format: Artikel
Sprache:eng
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Zusammenfassung: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.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-007-9142-y