A three-stage, VSVO, Hermite-Birkhoff-Taylor, ODE solver

The new variable-step, variable-order, ODE solver, HBT(p) of order p, presented in this paper, combines a three-stage Runge-Kutta method of order 3 with a Taylor series method of order p - 2 to solve initial value problems y' = f(t, y), y(t(0)) = y(0), where y : R -> R-d and f : R x R-d -> R-d. The order conditions satisfied by HBT(p) are formulated and they lead to Vandermonde-type linear algebraic systems whose solutions are the coefficients in the formulae for HBT(p). A detailed formulation of variable-step HBT(p) in both fixed-order and variable-order modes is presented. The new method and the Taylor series method have similar regions of absolute stability. To obtain high-accuracy results at high order, this method has been implemented in multiple precision. (C) 2010 Elsevier Inc. All rights reserved.