Two-step fourth order methods for linear ODEs of the second order |
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| Authors: | Mikhail V. Bulatov Guido Vanden Berghe |
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| Affiliation: | (1) Institute of System Dynamics and Control Theory, Sibirian Branch of the Russian Academy of Science, Irkutsk, Russia;(2) Department of Applied Mathematics and Computer Science, University of Gent, Gent, Belgium |
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| Abstract: | A family of two step difference schemes of the fourth order has been developed for linear ODEs of the second order. Stability properties for such schemes are discussed and results of numerical tests are given. It is shown how the proposed technique can be extended to non-linear ODEs of second order. |
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| Keywords: | Difference schemes Numerov method P-stability |
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