On a Class of Hermite-Obrechkoff One-Step Methods with Continuous Spline Extension

Abstract

The class of A-stable symmetric one-step Hermite-Obrechkoff (HO) methods introduced in [1] for dealing with Initial Value Problems is analyzed. Such schemes have the peculiarity of admitting a multiple knot spline extension collocating the differential equation at the mesh points. As a new result, it is shown that these maximal order schemes are conjugate symplectic which is a benefit when the methods have to be applied to Hamiltonian problems. Furthermore a new efficient approach for the computation of the spline extension is introduced, adopting the same strategy developed in [2] for the BS linear multistep methods. The performances of the schemes are tested in particular on some Hamiltonian benchmarks and compared with those of the Gauss Runge-Kutta schemes and Euler-Maclaurin formulas of the same order.