IMPLEMENTATION OF EXPLICIT NORDSIECK METHODS WITH INHERENT QUADRATIC STABILITY

The present paper deals with the implementation in a variable-step algorithm of general linear methods in Nordsieck form with inherent quadratic stability and large stability regions constructed recently by Braś and Cardone. Various implementation issues such as rescale strategy, local error estimation, step-changing strategy and starting procedure are discussed. Some numerical experiments are reported, which show the performances of the methods and make comparisons with other existing methods.

OPTIMIZATION-BASED SEARCH FOR NORDSIECK METHODS OF HIGH ORDER WITH QUADRATIC STABILITY POLYNOMIALS

We describe the search for explicit general linear methods in Nordsieck form for which the stability function has only two nonzero roots. This search is based on state-of-the-art optimization software. Examples of methods found in this way are given for order p = 5, p = 6, and p = 7.

NORDSIECK METHODS WITH INHERENT QUADRATIC STABILITY

We derive suffcient conditions which guarantee that the stability polynomial of Nordsieck method for ordinary differential equations has only two nonzero roots. Examples of such methods up to order four are presented which are A-and L-stable. These examples were obtained by computer search using the Schurcriterion applied to the quadratic factor of the resulting stability polynomials.