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Asymptotic expansions of the global error of fixed-stepsize methods
Authors:E. Hairer  C. Lubich
Affiliation:(1) Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 293, D-6900 Heidelberg 1, Germany (Fed. Rep.);(2) Institut für Mathematik and Geometrie, Universität Innsbruck, Technikerstraße 13, A-6020 Innsbruck, Austria
Abstract:Summary In his fundamental paper on general fixed-stepsize methods, Skeel [6] studied convergence properties, but left the existence of asymptotic expansions as an open problem. In this paper we give a complete answer to this question. For the special cases of one-step and linear multistep methods our proof is shorter than the published ones.Asymptotic expansions are the theoretical base for extrapolation methods.
Keywords:AMS(MOS): 65LO5  CR: G1.7
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