Extrapolation of General Linear Methods with Inherent Runge-Kutta Stability

Abstract

General linear methods have been proven to be very efficient in solving stiff and non-stiff differential equations. Extrapolation is proven to increase the accuracy of any methods. This paper investigates the accuracy and efficiencies of explicit general linear methods with inherent Runge-Kutta stability (IRKs) with and without extrapolation. The numerical results on the Van der Pol (VDP) and Brusselator (Bruss) non-stiff test equations showed that IRKs with extrapolation are more efficient and accurate than itself without extrapolation.