One step integration methods of third-fourth order accuracy with large hyperbolic stability limits

Ingemar P.E. Kinnmark and William G. Gray

Mathematics and Computers in Simulation (MATCOM), 1984, vol. 26, issue 3, 181-188

Abstract: One step integration methods of third and fourth order accuracy that use K function evaluations to solve the system of differential equations dydt= A · y are proposed. These methods are shown to have a hyperbolic stability limit of y (K − 1)2 − 1 which approaches the theoretical maximum limit of K − 1 at large K obtained for methods of lower order accuracy.

Date: 1984
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:26:y:1984:i:3:p:181-188

DOI: 10.1016/0378-4754(84)90056-9

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