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Numerical Analysis and Applications

, Volume 7, Issue 4, pp 314–327 | Cite as

L(α)-stable variable-order implicit second derivative Runge-Kutta methods

  • R. I. Okuonghae
  • M. N. O. Ikhile
Article

Abstract

This paper considers the extension of the popular Runge-Kutta methods (RKM) to second derivative Runge-Kutta methods (SDRKMs) for the direct solution of stiff initial value problems (IVPs) of ordinary differential equations (ODEs). The methods are based on using collocation and interpolation technique. The last stage of the input approximation is identical to the output method. The SDRKMs are L(α)-stable for the methods examined. Numerical experiments are given comparing one of these methods with a two derivative Runge Kutta method (TDRKM) and a second derivative linear multistep method (SDLMM).

Keywords

second derivative Runge-Kutta method collocation interpolation 

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Copyright information

© Pleiades Publishing, Ltd. 2014

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of BeninBenin City, Edo StateNigeria

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