A two-step explicit \(P\)-stable method of high phase-lag order for second order IVPs. (Q1428397)

This paper is concerned with the numerical solution of initial value problems (IVPs) for special second order equations \( y''(x)= f(x, y(x)), y(x_0)=y_0, y'(x_0)= y'_0 \) which are assumed to possess periodic solutions. In the scalar case the authors consider explicit two-step methods with the form \( y_{n+1} - 2 g(y_n,f(x_n,y_n),h) y_n + y_{n-1}=0\) where \(g\) is a non linear function appropriately chosen depending on the step size \(h\), \(y_n\) and \(f(x_n,y_n)\) so that the method is P-stable and has phase-lag of order eight. The authors claim that the method has order two but they only study the local discretization error of this formula but not the behaviour of the global error. By considering the product-quotient vector formula \( u*(v/w)= (d,d)^{-1} [ v \text{Re} (u,v)+ u \text{Re} (v,w)- w \text{Re} (v,u)],\) where \(u,v,w\) are complex vectors and \( (.,.)\) is the Euclidean scalar product, the scalar formula is generalized to vector differential equations. Finally the results of some numerical examples are presented to show the behaviour of the new method for two problems with periodic solutions: a linear harmonic oscillator and the two-body problem in the circular case.