A new high efficient and high accurate Obrechkoff four-step method for the periodic nonlinear undamped Duffing's equation

Based on the idea of the previous Obrechkoff's two-step method, a new kind of four-step numerical method with free parameters is developed for the second order initial-value problems with oscillation solutions. By using high-order derivatives and apropos first-order derivative formula, the new method has greatly improved the accuracy of the numerical solution. Although this is a multistep method, it still has a remarkably wide interval of periodicity, H-0(2) similar to 16.33. The numerical test to the well known problem, the nonlinear undamped Duffing's equation forced by a harmonic function, shows that the new method gives the solution with four to five orders higher than those by the previous Obrechkoff's two-step method. The ultimate accuracy of the new method can reach about 5 x 10(-13), which is much better than the one the previous method could. Furthermore, the new method shows the great superiority in efficiency due to a reasonable arrangement of the structure. To finish the same computational task, the new method can take only about 20% CPU time consumed by the previous method. By using the new method, one can find a better 'exact' solution to this problem, reducing the error tolerance of the one widely used method (10(-11)), to below 10(-14). (C) 2004 Elsevier B.V. All rights reserved.