An improved trigonometrically fitted P-stable Obrechkoff method for periodic initial-value problems

Abstract

In this paper we present an improved P-stable trigonometrically fitted Obrechkoff method with phase-lag (frequency distortion) infinity. Compared with the previous P-stable trigonometrically fitted Obrechkoff method developed by Simos, our new method is simpler in structure and more stable in computation. We have also improved the accuracy of the first-order derivative formula. From the numerical illustration presented, we can show that the new method is much more accurate than the previous methods.