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.