Multi-step Hermite-Birkhoff predictor-corrector schemes

Abstract

In this study, we introduce a multi-step multi-derivative predictor-corrector time integration scheme analogous to the schemes in Schütz et al. (2022) [13], incorporating a multi-step quadrature rule. We conduct stability analysis up to order eight and optimize the schemes to achieve $A\left(\alpha \right)$-stability for large α. Numerical experiments are performed on ordinary differential equations exhibiting diverse stiffness conditions, as well as on partial differential equations showcasing non-linearity and higher-order terms. Results demonstrate the convergence and flexibility of the proposed schemes across diverse situations.