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Symmetric sixth-order two-derivative method (yn+1​−157​hfn+1​+151​h2gn+1​=yn−1​+15h​(16fn​+7fn−1​)+151​h2gn−1​)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Numerical analysis Linear multistep method Multiderivative multistep method
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For y′=f(y) and g=f′f, inserting a smooth exact solution into the displayed recurrence gives defect h7y(7)(tn​)/4725+O(h9). This follows by expanding 2sinhz−(14/15)zcoshz−(16/15)z+(2/15)z2sinhz. The terms through z6 vanish and the z7 coefficient is nonzero. Its zero-step polynomial is ζ2−1, whose roots are simple and of unit modulus. Thus it is zero-stable and has order six, provided starting values and derivative evaluations have corresponding accuracy.

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  • Past exam of the mathematics course of the University of Cambridge / 2001 / iii / Paper 57 / 3 / Solution

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