Obrechkoff versus super-implicit methods for the solution of first and second order initial value problems
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This paper discusses the numerical solution of first order initial value problems and a special class of second order ones (those not containing first derivative). Two classes of methods are discussed, super-implicit and Obrechkoff. We will show equivalence of super-implicit and Obrechkoff schemes. The advantage of Obrechkoff methods is that they are high order one-step methods and thus will not require additional starting values. On the other hand they will require higher derivatives of the right hand side. In case the right hand side is complex, we may prefer super-implicit methods. The disadvantage of super-implicit methods is that they, in general, have a larger error constant. To get the same error constant we require one or more extra future values. We can use these extra values to increase the order of the method instead of decreasing the error constant.
In special issue on Numerical Methods in Physics, Chemistry and Engineering, Computers and Mathematics with Applications, 45, (2003), 383-390.
RightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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