Computable explicit bounds for the discretization error of variable stepsize multistep methods (Q1569972)
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English | Computable explicit bounds for the discretization error of variable stepsize multistep methods |
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Computable explicit bounds for the discretization error of variable stepsize multistep methods (English)
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16 April 2001
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In a variable stepsize multistep method the coefficients of the method depend on the mesh-size ratios of adjacent steps. In the uniform case all these ratios are equal to one and the stability of the methods is well-understood with the aid of Dahlquist's root condition for the characteristic polynomial. The authors consider multistep methods on such variable grids that can be regarded as a small perturbation of uniform grids, i.e. with mesh-size ratios close to one. It is known that the methods remain to be stable if the perturbation is sufficiently small, a proof is also given in the paper. The authors focus on a computable explicit bound for the error in terms of the given data. As already in the uniform case the obtained exponential type bound is unrealistically large in almost all practical cases.
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computable error bound
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variable stepsize method
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initial value problem
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Dahlquist's root condition
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multistep methods
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stability
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