PGSCM: A family of P-stable boundary value methods for second-order initial value problems
\(P\)-stabilityboundary value methodserror boundslinear multistep methodsnumerical experimentsoscillatory solutionspecial second order initial value problemsstability of periodic solutions
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)
This paper is concerned with the numerical solution of initial value problems for special second order equations: NEWLINE\[NEWLINE y(t) = f(t, y(t)), y(t_0)= y_0, \quad y'(t_0)= y'_0, \quad t \in [t_0, t_0+T]NEWLINE\]NEWLINE having a periodic or oscillatory solution. The discretization methods are linear multistep methods with \( \nu \geq 2\) steps that are assumed to be be \(P\)-stable due to the special properties of the solution. More specifically for a uniform grid \( t_j = t_0 + j h,\) \( j=0, \dots ,N\), \( h = T/N\) with step size \(h\) in the integration interval \([t_0, t_0+T]\), the approximations to the solution \( y_j \simeq y(t_j)\) are defined by the discrete equations NEWLINE\[NEWLINE y_{n+1} - 2 y_n + y_{n-1} = h^2 \sum_{j= - \nu}^{\nu} \beta_{j + \nu}^{( 2 \nu)} f(t_j, y_{n+j})NEWLINE\]NEWLINE with \( n= \nu, \nu +1, \dots , N-\nu\), with suitable real coefficients \(\beta_{j + \nu}^{( 2 \nu)}\), together with \( \nu-1\) linear initial conditions at the left part of the grid and \( \nu +1\) conditions at the end part of the grid so that the resulting \(( 2 \nu)\)-step method has order \( 2 \nu\) and is \(P\)-stable. These type of methods are usually referred to as boundary value methods and are extensively studied by \textit{L. Brugnano} and \textit{D. Trigiante} [Solving ODEs by linear multistep initial and boundary value methods. Amsterdam: Gordon and Breach (1998; Zbl 0934.65074)]. The results of some numerical experiments for the 2-D test problem known as Kramarz's system are presented to show the error and stability behavior for several values of \( \nu\) and different frequencies.
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