P-stable modification of the Numerov method

DOI10.1016/0898-1221(88)90260-XMaRDI QIDQ1116660zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1988

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(88)90260-x

zbMATH Keywords

fourth order Numerov methodinterval of periodicityP-stabilitysecond order periodic initial value problems

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The fourth order Numerov method applies to approximate the solution to second order periodic initial value problems of the form \(x=f(t,x),\) \(x(t_ 0)=x_ 0,\) \(x'(t_ 0)=x'_ 0,\) but it is not p-stable. To be p-stable the method must have an infinite interval of periodicity while this method has periodic interval (0,6). As stated in the title of the paper the method is modified so as to be p-stable.

Recommendations

• A modified numerov integration method for second order periodic initial-value problems
• Efficient P-stable methods for periodic initial value problems
• Numerov made explicit has better stability
• Sixth‐order, P‐stable, Numerov‐type methods for use at moderate accuracies
• An explicit hybrid method of Numerov type for second-order periodic initial-value problems

Cites work

• A Sixth-order P-stable Symmetric Multistep Method for Periodic Initial-value Problems of Second-order Differential Equations
• High order P-stable formulae for the numerical integration of periodic initial value problems
• High-accuracy P-stable Methods for y^″ = f(t, y)
• Stabilization of Cowell's method
• Symmetric Multistip Methods for Periodic Initial Value Problems

Cited in

(4)

• Numerov made explicit has better stability
• Note on starting the Numerov method more accurately by a hybrid formula of order four for an initial-value problem
• On the stability of modified numerov method for solving a class of singular two-point boundary value problems
• A modified numerov integration method for second order periodic initial-value problems

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