Second order Chebyshev methods based on orthogonal polynomials
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Linear ordinary differential equations and systems (34A30) Initial value problems for second-order parabolic equations (35K15) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
The goal of this paper is to prove that using orthogonal polynomials, it is possible to construct nearly optimal stability polynomials of second-order with a three-term recurrence relation. These polynomials are used to construct a new numerical method, which is implemented in a code.
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