Reducing round-off errors in symmetric multistep methods
Paola Console and Ernst Hairer
Abstract.
Symmetric linear multistep methods have an excellent long-time behavior
when applied to second order Hamiltonian systems with or without constraints.
For high accuracy computations round-off can be
the dominating source of errors. This article shows how symmetric
multistep methods should be implemented, so that round-off errors
are minimized and
propagate like a random walk.
Key Words.
Symmetric linear multistep methods, constrained
Hamiltonian systems, propagation of round-off error.