A principle for construction of one-step integration methods with maximum imaginary stability limits

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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The author investigates explicit one-step integration methods for the numerical solution of a system of ordinary differential equations \((1)\quad dy/dt=Ay,\) where A is a constant matrix. Explicit one-step integration methods when applied to (1) assume the form \((2)\quad Y_{t+\Delta t}=M(\Delta tA)y_ t,\) where M(\(\Delta\) tA) is a polynomial in \(\Delta\) tA of degree k defined such that \(M(\Delta tA)=\sum^{k}_{n=0}\beta_ n(\Delta tA)^ n.\) An attempt is made to specify \(\beta_ n\) so that the stability region is as large as possible. A construction principle is formulated which yields a system of nonlinear algebraic equations, the solution of which gives the coefficients \(\beta_ n\) for specific one-step integration methods.

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