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Numerov made explicit has better stability

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Abstract

The well-known two-step fourth order method of Numerov has an interval of periodicity of size 61/2; but it is an implicit method. We show the interesting result that if it is made explicit by use of the classical second order method, the resulting method has a larger interval of periodicity of size 121/2.

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Reference

  1. J. D. Lambert,Computational Methods in Ordinary Differential Equations, John Wiley & Sons, New York (1973).

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Chawla, M.M. Numerov made explicit has better stability. BIT 24, 117–118 (1984). https://doi.org/10.1007/BF01934522

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  • DOI: https://doi.org/10.1007/BF01934522

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