Generalized second derivative linear multistep methods based on the methods of Enright (Q2187002): Difference between revisions

It is known that the Dahlquist order and stability barrier limit the suitability of higher-order linear multistep methods for the numerical solution of stiff initial value problems (IVPs). Among approaches to overcome the Dahlquist barrier is the replacement of the initial value method with a well-conditioned boundary value method. In this paper, the authors generalize the Adams-type second derivative multistep methods of \textit{W. H. Enright} [SIAM J. Numer. Anal. 11, 321--331 (1974; Zbl 0249.65055)] to a class of boundary value methods for the numerical solution of IVPs. The order, stability and consistency of the generalized second derivative linear multistep methods based on the methods of Enright (GSDLMME) are given. Computational results on some stiff problems are compared with those from some existing methods, using ODE15s of MATLAB as the reference numerical solution, demonstrate higher order and superior stability properties of the GSDLMME.