A class of explicit high-order exponentially-fitted two-step methods for solving oscillatory IVPs

Abstract

The derivation of new exponentially fitted (EF) modified two-step hybrid (MTSH) methods for the numerical integration of oscillatory second-order IVPs is analyzed. These methods are modifications of classical two-step hybrid methods so that they integrate exactly differential systems whose solutions can be expressed as linear combinations of the set of functions { exp ( λ t ) , exp ( − λ t ) } , λ ∈ C , or equivalently { sin ( ω t ) , cos ( ω t ) } when λ = i ω , ω ∈ R , where λ represents an approximation of the main frequency of the problem. The EF conditions and the conditions for this class of EF schemes to have algebraic order p (with p ≤ 8 ) are derived. With the help of these conditions we construct explicit EFMTSH methods with algebraic orders seven and eight which require five and six function evaluation per step, respectively. These new EFMTSH schemes are optimal among the two-step hybrid methods in the sense that they reach a certain order of accuracy with minimal computational cost per step. In order to show the efficiency of the new high order explicit EFMTSH methods in comparison to other EF and standard two-step hybrid codes from the literature some numerical experiments with several orbital and oscillatory problems are presented.