A fourth-order Runge-Kutta method based on BDF-type Chebyshev approximations

  • Authors:
  • Higinio Ramos;Jesús Vigo-Aguiar

  • Affiliations:
  • Scientific Computing Group, Universidad de Salamanca, Spain;Scientific Computing Group, Universidad de Salamanca, Spain

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2007

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Abstract

In this paper we consider a new fourth-order method of BDF-type for solving stiff initial-value problems, based on the interval approximation of the true solution by truncated Chebyshev series. It is shown that the method may be formulated in an equivalent way as a Runge-Kutta method having stage order four. The method thus obtained have good properties relatives to stability including an unbounded stability domain and large @a-value concerning A(@a)-stability. A strategy for changing the step size, based on a pair of methods in a similar way to the embedding pair in the Runge-Kutta schemes, is presented. The numerical examples reveals that this method is very promising when it is used for solving stiff initial-value problems.