Local error estimation for multistep collocation methods (Q2638733)

A multistep collocation method, characterized by the integers k and m, is similar to a linear k-step method in that it uses linear combinations of solution values at k previous steps, and similar to an m-stage Runge- Kutta method in that it uses m off-step values. In particular, if \(k=m=2\), a singly-implicit method of collocation order 3 can be found. Furthermore, this method is stable at 0 and at infinity and is close to being A-stable. The main contribution of the present paper is the addition of an additional stage so as to provide an error-estimating capability. Because the additional stage forms a diagonally-implicit extension of the basic method, with additional diagonal element equal to the eigenvalue of the original method, minimal additional computational effort is required for its implementation. Stability properties of the extended method are also considered. That stability for the overall method is not as satisfactory as for the basic method is no real handicap, because only the basic result is intended to be propagated to later steps. Some preliminary numerical evidence is given in support of the validity of the proposed error estimator.