New efficient second derivative multistep methods for stiff systems (Q1303265)

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scientific article; zbMATH DE number 1342620
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New efficient second derivative multistep methods for stiff systems
scientific article; zbMATH DE number 1342620

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    New efficient second derivative multistep methods for stiff systems (English)
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    13 September 2000
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    A special class of second derivative multistep methods is considered. Compared to the well-known ``second derivative BDF'', the new methods have better accuracy for nonstiff components, but worse stability for the stiff components. Stability regions are plotted [Fig. 1 seems to be copied from the quoted book of the reviewer and \textit{G. Wanner}: Solving ordinary differential equations. II: Stiff and differential-algebraic problems. 2nd rev. ed. (1996; Zbl 0859.65067); Fig. 3 is wrong] and numerical tests are performed. For a simple problem such as \(y'=-10y\), \(y(0)=1\), \(x_{end} = 10\), and for a stepsize \(h=0.001\), the error of all considered methods is claimed to be of size \(10^{44}\) (Table 6) without any further comment.
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    second derivative multistep methods
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    stiff systems
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    stability regions
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