Truncation error and stability analysis of iterative and non‐iterative Thomas–Gladwell methods for first‐order non‐linear differential equations

The consistency and stability of a Thomas–Gladwell family of multistage time‐stepping schemes for the solution of first‐order non‐linear differential equations are examined. It is shown that the consistency and stability conditions are less stringent than those derived for second‐order governing equations. Second‐order accuracy is achieved by approximating the solution and its derivative at the same location within the time step. Useful flexibility is available in the evaluation of the non‐linear coefficients and is exploited to develop a new non‐iterative modification of the Thomas–Gladwell method that is second‐order accurate and unconditionally stable. A case study from applied hydrogeology using the non‐linear Richards equation confirms the analytic convergence assessment and demonstrates the efficiency of the non‐iterative formulation. Copyright © 2004 John Wiley & Sons, Ltd.