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Unconditionally stable noumerov-type methods for second order differential equations

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Abstract

We report a modification of Noumerov's method which produces a family of unconditionally stable fourth order methods fory''=f(t, y).

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References

  1. G. Dahlquist,On aecuracy and unconditional stability of linear multistep methods for second order differential equations, BIT 18 (1978), 133–136.

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  2. E. Hairer,Unconditionally stable methods for second order differential equations, Numer. Math. 32 (1979), 373–379.

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  3. F. Costabile and C. Costabile,Two-step fourth order P-stable methods for second order differential equations, BIT 22 (1982), 384–386.

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Authors and Affiliations

  1. Department of Mathematics, Indian Institute of Technology, Hauz Khas, 110016, New Delhi, India

    M. M. Chawla

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  1. M. M. Chawla
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Chawla, M.M. Unconditionally stable noumerov-type methods for second order differential equations. BIT 23, 541–542 (1983). https://doi.org/10.1007/BF01933627

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  • DOI: https://doi.org/10.1007/BF01933627

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