An extension of general linear methods (Q542432): Difference between revisions

This paper introduces new numerical methods for solving an initial value problem for ordinary differential equations. These new methods belong to the class of general linear methods (GLMs), which generalize both the classical Runge-Kutta and linear multistep methods. These new methods are called SGLM, since they can be used when second derivatives of the solution can be calculated. The main aim of this paper is to build methods with higher order and extensive stability region. For SGLMs, the authors provide definitions of consistency, stability and convergence. Then they prove that convergence is equivalent to stability and consistency together. Moreover, by introducing a subclass of SGLMs, called SDIMSIMs, the authors obtain methods with Runge-Kutta stability property and of all attainable orders, which are \(A\)-stable when they are implicit.