Modified Runge-Kutta-Fehlberg methods for periodic initial-value problems (Q1894999)

In the solution of oscillatory problems using one-step methods, it is appropriate to consider the behaviour of the approximation for a linear test problem with purely imaginary parameter, \(y'=ivy\). Write \(H=vh\), where \(h\) is the stepsize, and expand the error in the argument and the amplitude respectively of the magnification factor, in powers of \(H\). This enables a ``phase-lag order'' and a ``dissipative order'' to be defined. Two new methods are presented, with classical orders \(5\) and \(6\) respectively. Because the phase-lag order is necessarily even, it is at least \(6\) in each case. However, by choosing a free parameter suitably, this is increased to \(8\). The solution of several test problems is carried out, with existing methods used for comparison. The new methods seem to have advantages.