Explicit Nordsieck methods with quadratic stability

Explicit Nordsieck methods with quadratic stability

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Article ID: iaor20123756
Volume: 60
Issue: 1
Start Page Number: 1
End Page Number: 25
Publication Date: May 2012
Journal: Numerical Algorithms
Authors: ,
Keywords: stabillity
Abstract:

We describe the construction of explicit Nordsieck methods with s stages of order p = s − 1 and stage order q = p with inherent quadratic stability and quadratic stability with large regions of absolute stability. Stability regions of these methods compare favorably with stability regions of corresponding general linear methods of the same order with inherent Runge–Kutta stability.

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