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Construction of variable step size multistep schemes

Claus Führer, Carmen Arévalo, Monica Selva

Numerical Analysis, Centre for Mathematical Sciences, SE-22100 Lund, Sweden
claus@maths.lth.se
http://www.maths.lth.se/na/staff/claus
Contributed talk


Multistep methods are classically constructed by specially designed difference operators on an equidistant time grid. To make them practically useful, they have to be implemented by varying the step-size according to some error-control algorithm. It is well known how to extend Adams and BDF formulas to a variable step-size formulation. In this paper we present a collocation approach to construct variable step-size formulas for a wider class of multistep methods including methods like DCBDF and IDC methods. We make use of piecewise polynomials to show that every $k$-step method of order $k+1$ has a variable step-size polynomial collocation formulation.





Ernst Hairer
2002-06-07