Four step methods for \(y''=f(x,y)\) (Q678815): Difference between revisions

This paper is concerned with the numerical solution of initial value problems for special second order equations \(y''(x)= f(x,y(x))\) by means of linear multistep methods. A one-parameter family of four-step linear methods with order six is constructed and a discussion of the zero-stability condition and the periodicity interval of the methods of this family according to the values of the free parameter is presented. After considering some possibilities of predictor-corrector implementations, the authors propose for high accuracy computations a PEC mode where the corrector is solved by Newton-Raphson iteration. Special attention is paid to all practical aspects of implementation like the starting values, local error control and the stepsize changing policy. Finally some numerical examples are presented comparing the relative efficiency of a new code based on the proposed linear multistep methods with the well known DOPRIN method [cf. \textit{E. Hairer}, \textit{S. P. Nørsett} and \textit{G. Wanner}, Solving ordinary differential equations. I: Nonstiff problems (1987; Zbl 0638.65058)] based on the Runge-Kutta pair of formulas of Dormand and Prince for first order equations.