Coefficients for studying one-step rational schemes for IVPs in ODEs: III. Extrapolation methods

Abstract

This paper considers extrapolation of rational methods for the numerical solution of initial value problems (IVPs) in ordinary differential equations (ODEs). The extrapolation code, DIFEX2 of Fatunla [1], which is a modification of the automatic extrapolation code, DIFEXI of Deuflhard [2], is further modified to accommodate the basic integrators. The extrapolation method which we refer to as DIFEX2+ for reference purposes is compared with results from DIFEXI and DIFEX2, and GBS extrapolation method.