Two-step W-methods for stiff ODE systems (Q1411131)

The new two-step W-methods (TSW methods) of the title are a generalization of PTSW methods in which parallelism is abandoned in favour of greater efficiency in a non-parallel environment. They are also a generalization of one step methods of the Rosenbrock variety but, because of their two step nature, can have high stage orders. Order of consistency and linear stability are analysed and it is shown how to derive particular methods, suitable for a variable stepsize implementation. Two and three stage versions of the method are found to be competitive with VODPK, a backward differentiation formula method incorporating the linear solver GMRES, [cf. \textit{G. D. Byrne}, Inst. Math. Appl. Conf. Ser., New Ser. 39, 323-356 (1992; Zbl 0769.65038)] and with PTSW methods of similar orders, especially for large and complex stiff systems.