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P-stable Obrechkoff methods of arbitrary order for second-order differential equations
Authors:Marnix Van Daele  Guido Vanden Berghe
Affiliation:(1) Vakgroep Toegepaste Wiskunde en Informatica, Universiteit Gent, Krijgslaan 281-S9, B-9000 Gent, Belgium
Abstract:Following the ideas of Ananthakrishnaiah we develop a family of P-stable Obrechkoff methods of arbitrary even order. The coefficients of these methods follow from a recursive algorithm. It is also shown that the stability functions of the thus obtained methods can be expressed as Padé approximants of the exponential function with a complex argument. A numerical example is given to illustrate the performance of the methods.
Keywords:Obrechkoff methods  P-stability
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