High algebraic, high phase-lag order embedded Numerov-type methods for oscillatory problems
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TL;DR
An embedded Numerov-type method of algebraic order eight with phase-lag orders 10-20 for the numerical integration of second-order periodic initial-value problems is developed and the efficiency of the new methods is shown.
Abstract
An embedded Numerov-type method of algebraic order eight with phase-lag orders 10-20 for the numerical integration of second-order periodic initial-value problems is developed in this paper. The method has 10 stages. An error estimation, based on varying the phase-lag order, is introduced and an embedded technique is described. Each method of the embedded pair has a large interval of periodicity. Theoretical evidence and numerical and theoretical results obtained for several well-known problems show the efficiency of the new methods. (C) 2002 Elsevier Science Inc. All rights reserved.
