Constant coefficient linear multistep methods with step density control |
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Authors: | Carmen Aré valo,Gustaf Sö derlind,José Diaz Ló pez |
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Affiliation: | 1. Centre for Mathematical Sciences, Lund University, Box 118, SE-221 00 Lund, Sweden;2. Dynasim AB, Research Park Ideon, SE-223 70 Lund, Sweden |
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Abstract: | In linear multistep methods with variable step size, the method's coefficients are functions of the step size ratios. The coefficients therefore need to be recomputed on every step to retain the method's proper order of convergence. An alternative approach is to use step density control to make the method adaptive. If the step size sequence is smooth, the method can use constant coefficients without losing its order of convergence. The paper introduces this new adaptive technique and demonstrates its feasibility with a few test problems. |
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Keywords: | 65L05 |
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