(1) Department of Mathematics, The University of Auckland, Private Bag 92019 Auckland, New Zealand;(2) Faculty of Mathematical science, Tabriz University, Tabriz, Iran
Abstract:
General linear methods are extended to the case in which second derivatives, as well as first derivatives, can be calculated. Methods are constructed of third and fourth order which are A-stable, possess the Runge–Kutta stability property and have a diagonally implicit structure for efficient implementation. AMS subject classification 65L05 G. Hojjati: Corresponding author.