One step integration methods of third-fourth order accuracy with large hyperbolic stability limits

One step integration methods of third and fourth order accuracy that use K function evaluations to solve the system of differential equations dydt= A · y are proposed. These methods are shown to have a hyperbolic stability limit of y (K − 1)2 − 1 which approaches the theoretical maximum limit of K − 1 at large K obtained for methods of lower order accuracy.

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Year of publication:	1984
Authors:	Kinnmark, Ingemar P.E. ; Gray, William G.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 26.1984, 3, p. 181-188
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011050430