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P-stable methods for periodic initial value problems of second order differential equations
Authors:M K Jain  R K Jain  U Anantha Krishnaiah
Institution:(1) Computer Centre, Indian Institute of Technology, Hauz Khas, 110029 New Delhi, India
Abstract:A class ofP-stable finite difference methods is discussed for solving initial value problems of second order differential equations which have periodic solutions. The methods depend upon a parameterp>0, and reduce to the classical Störmer-Cowell methods forp=0. It is shown that whenp is chosen for linear problems as the square of the frequency of the periodic solution, the methods areP-stable and for some suitable choice ofp, they have extended finite interval of periodicity.
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