Construction of diagonally implicit general linear methods of type 1 and 2 for ordinary differential equations (Q2564293): Difference between revisions

For the numerical solution of (nonstiff and stiff) ordinary differential equations the authors consider general linear methods which have the same stability properties as one-step methods, but still have high stage order. The stability requirement leads to nonlinear equations for the coefficients of the method. It is proposed to solve these equations symbolically (for low orders) or numerically with the use of continuation techniques. Many new methods of orders up to 4 are constructed in this way, and their stability properties are investigated.