Obrechkoff methods having additional parameters for general second-order differential equations

A. Sesappa Rai, U. Ananthakrishnaiah

Research output: Contribution to journalArticle

20 Citations (Scopus)

Abstract

A class of two-step implicit methods involving higher-order derivatives of y for initial value problems of the form y″ = f(t, y, y′)is developed. The methods involve arbitrary parameters p and q, which are determined so that the methods become absolutely stable when applied to the test equation y″ + λy′ + μy = 0. Numerical results for Bessel's and general second-order differential equations are presented to illustrate that the methods are absolutely stable and are of order O(h4), O(h6) and O(h8).

Original languageEnglish
Pages (from-to)167-182
Number of pages16
JournalJournal of Computational and Applied Mathematics
Volume79
Issue number2
DOIs
Publication statusPublished - 17-03-1997
Externally publishedYes

Fingerprint

Initial value problems
Second order differential equation
Differential equations
Derivatives
Two-step Method
Higher order derivative
Friedrich Wilhelm Bessel
Implicit Method
Initial Value Problem
Numerical Results
Arbitrary

All Science Journal Classification (ASJC) codes

  • Computational Mathematics
  • Applied Mathematics

Cite this

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Obrechkoff methods having additional parameters for general second-order differential equations. / Sesappa Rai, A.; Ananthakrishnaiah, U.

In: Journal of Computational and Applied Mathematics, Vol. 79, No. 2, 17.03.1997, p. 167-182.

Research output: Contribution to journalArticle

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