Constant coefficient linear multistep methods with step density control

DOI10.1016/J.CAM.2006.02.060zbMath1116.65082OpenAlexW2018405523MaRDI QIDQ885941

Gustaf Söderlind, Carmen Arévalo, José Diaz López

Publication date: 14 June 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2006.02.060

zbMATH Keywords

convergencenumerical exampleserror controlstep size selectionmultistep methodnon-uniform gridstep density controlvariable step size method

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (4)

Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation ⋮ Adaptivity and computational complexity in the numerical solution of ODEs ⋮ Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise ⋮ On quasi-consistent integration by Nordsieck methods

Uses Software

• RODAS

Cites Work

• Unnamed Item
• A collocation formulation of multistep methods for variable step-size extensions
• Adaptive time-stepping and computational stability
• Solving Ordinary Differential Equations I
• Construction of Variable-Stepsize Multistep Formulas
• Explicit, Time Reversible, Adaptive Step Size Control
• Digital filters in adaptive time-stepping

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