Exponentially–Fitted Fourth–Derivative Single–Step Obrechkoff Method for Oscillatory/Periodic Problems

The quest for accurate and more efficient methods for solving periodic/oscillatory problems is gaining more attention in recent time. This paper presents the construction and implementation of a family of exponentially–fitted Obrechkoff methods. A single–step Obrechkoff method involving terms up to the fourth derivatives was used as the base method. We also present the stability and convergence properties of the constructed family of methods. Two numerical examples were use to illustrate the performance of the constructed methods.