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.


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