Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638063 | Journal of Computational and Applied Mathematics | 2016 | 11 Pages |
Abstract
Theory of general linear methods (GLMs) for the numerical solution of autonomous system of ordinary differential equations of the form y′=f(y)y′=f(y) is extended to include the second derivative y″=g(y):=f′(y)f(y)y″=g(y):=f′(y)f(y). This extension of GLMs is called second derivative general linear methods (SGLMs). In this paper we will construct two-stage AA- and LL-stable SGLMs of order pp and stage order q=pq=p up to six with low error constants. We will show the efficiency of the proposed methods by implementing on some well-known stiff problems.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
A. Abdi,