The Convergence of Variable-Stepsize, Variable-Formula, Multistep Methods

Michel Crouzeix, F.J. Lisbona

SIAM Journal on Numerical Analysis · 1984 · 62 citations · 10 references

Concepts

Abstract

In this paper variable-stepsize, variable-formula, multistep methods for the numerical solution of ordinary differential equations are considered. Some more general results on stability than are given in the papers of Gear–Tu [SIAM J. Numer. Anal., 11 (1974), pp. 1025–1043] and Gear–Watanabe [SIAM J. Numer. Anal., 11 (1974), pp. 1044–1058] are obtained. Further, the asymptotic behavior of the error in the variable-stepsize, fixed-formula case is studied. Finally, the above study is extended to predictor-corrector methods.

References

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