A collocation formulation of multistep methods for variable step-size extensions

DOI10.1016/S0168-9274(01)00138-6MaRDI QIDQ1612439zbMATH OpenFDO

Authors Carmen Arévalo, Mónica Selva, Claus Fuehrer

Publication date 22 August 2002

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0168-9274(01)00138-6

zbMATH Keywords

Adams-Moulton methodsCauchy problemcollocation methodscomparison of methodsvariable step-size

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

Collocation methods are defined and formalized for the Cauchy problem of ordinary differential equations. The authors prove that a \(k\)-step variable formula is of order \(k+1\) if and only if it has a piecewise polynomial collocation formulation. The relation between the authors' methods, the Nordsieck formulation and Skeel's variable step-size extensions and Adams-Moulton methods is also shown.

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Cites work

• Construction of Variable-Stepsize Multistep Formulas
• Equivalent Forms of Multistep Formulas
• scientific article; zbMATH DE number 5688205 (Why is no real title available?)
• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• On Numerical Integration of Ordinary Differential Equations
• Regular and singular \(\beta\)-blocking of difference corrected multistep methods for nonstiff index-2 DAEs
• VODE: A Variable-Coefficient ODE Solver

Cited in

(4)

• Adaptive time-stepping and computational stability
• The numerical solution of stiff IVPs in ODEs using modified second derivative BDF
• A ()-stable linear multistep methods for stiff IVPs in ODEs
• Constant coefficient linear multistep methods with step density control

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Uses Software

• VODE

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