Derivation of new block methods for the numerical solution of first-order IVP's

Abstract

New block methods of order two and three for the numerical solution of initial value problems are derived. The matrix coefficients of these methods are chosen such that low powers of the blocksize appear in the principal local truncation errors.

Keywords:

• Predictor-Corrector methods
• ordinary differential equations
• parallel methods
• block methods

AMS Subject Classification:

• 65L05
• 65Y05

C.R.Categories:

• G.1.7