Sequential second derivative general linear methods for stiff systems

Document Type : Research Paper


University of Tabriz


‎Second derivative general linear methods (SGLMs) as an extension‎
‎of general linear methods (GLMs) have been introduced to improve‎
‎the stability and accuracy properties of GLMs‎. ‎The coefficients of‎
‎SGLMs are given by six matrices‎, ‎instead of four matrices for‎
‎GLMs‎, ‎which are obtained by solving nonlinear systems of order and‎
‎usually Runge--Kutta stability conditions‎. ‎In this paper‎, ‎we‎
‎introduce a technique for construction of an special case of SGLMs‎
‎which decreases the complexity of finding coefficients matrices‎.


Main Subjects

Volume 40, Issue 1 - Serial Number 1
February 2014
Pages 83-100
  • Receive Date: 03 September 2012
  • Revise Date: 08 December 2012
  • Accept Date: 13 December 2012
  • First Publish Date: 01 February 2014