Maximal order for second derivative general linear methods with Runge–Kutta stability

Abstract

An extension of general linear methods (GLMs), so-called SGLMs (GLMs with second derivative), was introduced to the case in which second derivatives, as well as first derivatives, can be calculated. SGLMs are divided into four types, depending on the nature of the differential system to be solved and the computer architecture that is used to implement these methods. In this paper, we obtain maximal order for two types of SGLMs with Runge–Kutta stability (RKS) property. Also, we construct methods of these types which possess RKS property and A-stability. Efficiency of the constructed methods is shown by numerical experiments.