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TheA-stability of a family of fourth order methods

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Abstract

A proof is outlined showing that a fourth order exponentially fitted method isA-stable provided that the fitting parameterQ satisfiesQz 06≈ −4.12779 wherez 06 is the negative root of the equation

$$\exp (Q)(2Q^4 + 3Q^3 - 18Q^2 + 72) + (Q^4 + 3Q^3 - 18Q^2 - 72Q - 72) = 0.$$

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References

  1. W. Enright, “Studies in the Numerical Solution of Stiff Ordinary Differential Equations”, Technical Report No. 46, Department of Computer Science, University of Toronto, 1972.

  2. L. W. Jackson and Surender Kumar Kenue,A Fourth Order A-stable Method, Technical Report TR 74-12, Department of Computing Science, University of Alberta, Edmonton, Alberta, 1974.

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Jackson, L.W. TheA-stability of a family of fourth order methods. BIT 16, 383–387 (1976). https://doi.org/10.1007/BF01932721

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  • DOI: https://doi.org/10.1007/BF01932721

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