Multiderivative methods for non-linear second-order boundary value problems (Q1089753)

Second-, fourth- and sixth-order multiderivative methods are presented and analyzed for the numerical solution of the boundary value problem \(y''(x)=f(x,y)\), \(a_ 0<x<a_ 1\); \(y(a_ 0)=A_ 0\), \(y(a_ 1)=A_ 1\). They are based on the recurrence relation \(-y(x-h)+(\exp (hD)+\exp (- hD))y(x)-y(x+h)=0,\) where \(D=d/dt\) and the exponential terms are computed by Padé approximations. The numerical examples show a good numerical behaviour of the proposed multiderivative integration schemes.