Improved accuracy of linear multistep methods

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Abstract

We present a technique for improving the accuracy of a given multistep method. We first propose a new formulation of the θ-method providing a general framework for studying stability and allowing to select the appropriate values of the parameter θ that increase the order of accuracy. The idea is followed through to generate optimal linear multistep methods.

Original languageEnglish
Pages (from-to)491-496
Number of pages6
JournalApplied Mathematics and Information Sciences
Volume7
Issue number2
Publication statusPublished - Mar 2013

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Keywords

  • θ-method
  • Absolute stability
  • Linear multistep methods
  • Optimal method

ASJC Scopus subject areas

  • Applied Mathematics
  • Numerical Analysis
  • Analysis
  • Computer Science Applications
  • Computational Theory and Mathematics

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