Numerical treatment of O.D.Es.: The theory of A-methods (Q799350)

Almost all commonly used methods for O.D.Es. and their most miscellaneous compositions are A-methods, i.e. they can be reduced to \(z_ 0=\zeta\); \(z_ j=Az_{j-1}+h\phi (x_{j-1},z_{j-1},z_ j;h), z_ j\in {\mathbb{R}}^ s\), \(A\in {\mathbb{R}}(s,s)\), \(j=1,...,m\). This paper presents a general theory for A-methods and discusses its practical consequences. An analysis of local discretization error (l.d.e.) accumulation results in a general order criterium and reveals which part of the l.d.e. effectively influences the global error. This facilitates the comparison of methods and generalizes considerably the concept of error constants. It is shown, as a consequence, that the global error cannot be safely controlled by the size of the l.d.e. and that the conventional error control may fail in important cases. Furthermore, Butcher's effective order methods, the concept of Nordsieck forms, and Gear's interpretation of linear k-step schemes as relaxation methods are generalized. The stability of step changing is shortly discussed.