A new class of efficient general linear methods for ordinary differential equations

Abstract

We describe the construction of a new class of efficient general linear methods of high stage order, for nonstiff and stiff differential systems. Examples of explicit methods with large regions of stability, and implicit methods which are A- and L-stable, up to the order p=4 are presented. It is confirmed by numerical experiments that all methods achieve the expected order of accuracy and no order reduction occurs for stiff systems.