A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

Some previous works show that symmetric fixed- and variable-stepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts, in such a way that the former have the same order as the latter. The order and symmetry of the integrators obtained is proved independently of the order of the underlying fixed-stepsize integrators. As this technique looks for efficiency, we concentrate on explicit linear multistep methods, which just make one function evaluation per step, and we offer some numerical comparisons with other one-step adaptive methods which also show a good long-term behaviour.

     

Asymptotic stability of linear multistep methods for nonlinear neutral delay differential equations

This paper is concerned with the numerical solution to initial value problems of nonlinear delay differential equations of neutral type. We use A-stable linear multistep methods to compute the numerical solution. The asymptotic stability of the A-stable linear multistep methods when applied to the nonlinear delay differential equations of neutral type is investigated, and it is shown that the A-stable linear multistep methods with linear interpolation are GAS-stable. We validate our conclusions by numerical experiments.     

Stability of linear multistep methods for nonlinear neutral delay differential equations in Banach space

This paper is devoted to investigating the nonlinear stability properties of linear multistep methods for the solution to neutral delay differential equations in Banach space. Two approaches to numerically treating the “neutral term” are considered, which allow us to prove several results on numerical stability of linear multistep methods. These results provide some criteria for choosing the step size such that the numerical method is stable. Some examples of application and a numerical experiment, which further confirms the main results, are given.