摘要
A new polynomial formulation of variable step size linear multistep methods is pre- sented, where each k-step method is characterized by a fixed set of k - 1 or k parameters. This construction includes all methods of maximal order （p = k for stiff, and p = k ＋ 1 for nonstiff problems）. Supporting time step adaptivity by construction, the new formulation is not based on extending classical fixed step size methods; instead classical methods are obtained as fixed step size restrictions within a unified framework. The methods are imple- mented in MATLAB, with local error estimation and a wide range of step size controllers. This provides a platform for investigating and comparing different multistep method in realistic operational conditions. Computational experiments show that the new multi- step method construction and implementation compares favorably to existing software, although variable order has not yet been included.
A new polynomial formulation of variable step size linear multistep methods is pre- sented, where each k-step method is characterized by a fixed set of k - 1 or k parameters. This construction includes all methods of maximal order （p = k for stiff, and p = k ＋ 1 for nonstiff problems）. Supporting time step adaptivity by construction, the new formulation is not based on extending classical fixed step size methods; instead classical methods are obtained as fixed step size restrictions within a unified framework. The methods are imple- mented in MATLAB, with local error estimation and a wide range of step size controllers. This provides a platform for investigating and comparing different multistep method in realistic operational conditions. Computational experiments show that the new multi- step method construction and implementation compares favorably to existing software, although variable order has not yet been included.
关键词
Linear
multistep
methods
Variable
step
size
Adaptive
step
size
Step
sizecontrol
Explicit
methods
Implicit
methods
Nonstiff
methods
Stiff
methods
Initial
valueproblems
Ordinary
differential
equations
Differential-algebraic
equations
Implementa-tion.
Linear multistep methods, Variable step size, Adaptive step size, Step sizecontrol, Explicit methods, Implicit methods, Nonstiff methods, Stiff methods, Initial valueproblems, Ordinary differential equations, Differential-algebraic equations, Implementa-tion.
