P‐Stable Higher Derivative Methods with Minimal Phase‐Lag for Solving Second Order Differential Equations

Abstract

Some new higher algebraic order symmetric various‐step methods are introduced. For these methods a direct formula for the computation of the phase‐lag is given. Basing on this formula, calculation of free parameters is performed to minimize the phase‐lag. An explicit symmetric multistep method is presented. This method is of higher algebraic order and is fitted both exponentially and trigonometrically. Such methods are needed in various branches of natural science, particularly in physics, since a lot of physical phenomena exhibit a pronounced oscillatory behavior. Many exponentially‐fitted symmetric multistepmethods for the second‐order differential equation are already developed. The stability properties of several existing methods are analyzed, and a new P‐stable method is proposed, to establish the existence of methods to which our definition applies and to demonstrate its relevance to stiff oscillatory problems. The work is mainly concerned with two‐stepmethods but extensions tomethods of larger step‐number are also considered. To have an idea about its accuracy, we examine their phase properties. The efficiency of the proposed method is demonstrated by its application to well‐known periodic orbital problems. The new methods showed better stability properties than the previous ones.