Symmetric extrapolation solvers for ordinary differential equations

A comparison of several symmetric extrapolation methods is undertaken: Gragg-Bulirsch-Stoer (GBS) explicit midpoint rule, implicit midpoint rule, and a new semi-implicit D-method. An extrapolation ordinary differential equation solver with stepsize and order control was used for computational experiments. Several test problems were considered, including Van der Pol oscillator, chaotic Sprott C system and Brusselator. A performance of methods was compared by plotting computational costs via obtained accuracy for each method. The study showed the superior properties of semi-implicit D-methods on serial and parallel computer architecture.