Families of methods for ordinary differential equations based on trigonometric polynomials

We consider the construction of methods based on trigonometric polynomials for the initial value problems whose solutions are known to be periodic. It is assumed that the frequency w can be estimated in advance. The resulting methods depend on a parameter ν = hw, where h is the step size, and reduce to classical multistep methods if ν → 0. Gautschi [4] developed Adams and Störmer type methods. In our paper we construct Nyström's and Milne-Simpson's type methods. Numerical experiments show that these methods are not sensitive to changes in w, but require the Jacobian matrix to have purely imaginary eigenvalues.