Explicit two-step peer methods

  • Authors:
  • Rüdiger Weiner;Katja Biermann;Bernhard A. Schmitt;Helmut Podhaisky

  • Affiliations:
  • Fachbereich Mathematik und Informatik, Universität Halle, D-06099 Halle, Germany;Institut für Mathematik, TU Berlin, D-10623 Berlin, Germany;Fachbereich Mathematik und Informatik, Universität Marburg, D-35032 Marburg, Germany;Fachbereich Mathematik und Informatik, Universität Halle, D-06099 Halle, Germany

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2008

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Abstract

We present a new class of explicit two-step peer methods for the solution of nonstiff differential systems. A construction principle for methods of order p=s, s the number of stages, with optimal zero-stability is given. Two methods of order p=6, found by numerical search, are tested in Matlab on several representative nonstiff problems. The comparison with ODE45 confirms the high potential of the new class of methods.