A higher order local linearization method for solving ordinary differential equations

Abstract

The local linearization (LL) method for the integration of ordinary differential equations is an explicit one-step method that has a number of suitable dynamical properties. However, a major drawback of the LL integrator is that its order of convergence is only two. The present paper overcomes this limitation by introducing a new class of numerical integrators, called the LLT method, that is based on the addition of a correction term to the LL approximation. In this way an arbitrary order of convergence can be achieved while retaining the dynamic properties of the LL method. In particular, it is proved that the LLT method reproduces correctly the phase portrait of a dynamical system near hyperbolic stationary points to the order of convergence. The performance of the introduced method is further illustrated through computer simulations.