Asymptotic expansions of the global error of fixed-stepsize methods |
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Authors: | E. Hairer C. Lubich |
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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 |
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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. |
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Keywords: | AMS(MOS): 65LO5 CR: G1.7 |
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