Variable stepsize SDIMSIMs for ordinary differential equations

Abstract

Second derivative general linear methods (SGLMs) have been already implemented in a variable stepsize environment using Nordsieck technique. In this paper, we introduce variable stepsize SGLMs directly on nonuniform grid. By deriving the order conditions of the proposed methods of order $p$ and stage order $q=p$, some explicit examples of these methods up to order four are given. By some numerical experiments, we show the efficiency of the proposed methods in solving nonstiff problems and confirm the theoretical order of convergence.