CONSTRUCTION OF EXTENDED EXPONENTIAL
GENERAL LINEAR METHODS
U.A. Osisiogu1, F.E. Bazuaye2
1Department of Industrial Mathematics and Applied Statistics
Ebonyi State University, Abakaliki
Ebonyi State, NIGERIA
2Department of Mathematics and Statistics
University of Portharcourt, Portharcourt
Rivers State, NIGERIA
Abstract. This paper is concerned with the construction and numerical analysis of Extended Exponential General Linear Methods {(EEGLM)}. These methods are related to the methods of Butcher [1] and Calvo and Palencia [3] but, in contrast to the latter, we make use of higher terms of the exponential and related matrix functions. This feature enables us to derive the order conditions which in turn aided in the construction of family of methods of higher order. The numerical experiments indicate that Extended Exponential General Linear Methods perform better than the existing methods.
AMS Subject classification: 76WXX, 76DXX
Keywords and phrases: general linear methods, exponential methods, order conditions


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DOI: 10.12732/ijam.v27i3.7

Volume: 27
Issue: 3
Year: 2014