Skip to main content
Log in

Experiments in stepsize control for Adams linear multistep methods

  • Published:
Advances in Computational Mathematics Aims and scope Submit manuscript

Abstract

In this paper we consider stepsize selection in one class of Adams linear multistep methods for ordinary differential equations. In particular, the exact form of the local error for a variable step method is considered and a new class of direct approximations proposed. The implications of this approach are then discussed and illustrations provided with numerical results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. G. Blesser, Eine effiziente Ordungs-und Schrittweitensteuerung unter Verwendung von Fehlerformeln für variable Gitter und ihre Realisierung in Mehrschrittverfahren von BDF-Typ, Diplomarbeit, University of Bonn (1986).

  2. M. Calvo, D.J. Higham, J.I. Montijano and L. Rádez, Stepsize selection for tolerance proportionality in explicit Runge–Kutta codes, Adv. Comput. Math. 7 (1997) 361–382.

    Article  MATH  MathSciNet  Google Scholar 

  3. M. Calvo, J.I. Montijano and L. Rádez, On the change of stepsize in multistep codes, Numer. Algorithms 4 (1993) 283–304.

    Article  MATH  MathSciNet  Google Scholar 

  4. E. Eich, Projizierende Mehrschrittverfahren zur numerischen Lösung von Bewegungsgleichungen technischer Mehrkörpersysteme mit Zwangsbedingungen und Unstetigkeiten, Ph.D. thesis, University of Augsburg, Augsburg, Germany (1991).

    Google Scholar 

  5. I. Gladwell, L.F. Shampine and R.W. Brankin, Automatic section of the initial stepsize for an ODE solver, J. Comput. Appl. Math. 18 (1987) 175–192.

    Article  MATH  MathSciNet  Google Scholar 

  6. E. Hairer, S.P. Nørsett and G. Wanner, Solving Ordinary Differential Equations I – Non-stiff Problems (Springer, Heidelberg, 1987).

    Google Scholar 

  7. J. Hale, Theory of Functional Differential Equations, Applied Mathematical Sciences 3 (Springer, 1977).

  8. F.T. Krogh, Changing stepsize in the integration of differential equations using modified divided differences, Lecture Notes in Mathematics 362 (1973) pp. 22–71.

  9. L.F. Shampine and P. Bogacki, The effect of chaning the stepsize in linear multistep codes, SIAM J. Sci. Statist. Comput. 10(3) (1989) 1010–1023.

    Article  MATH  MathSciNet  Google Scholar 

  10. L.F. Shampine and M.K. Gordon, Computer Solution of Ordinary Differential Equations (Freeman, New York, 1975).

    Google Scholar 

  11. D.R. Willé, The numerical solution of delay-differential equations, Ph.D. thesis, University of Manchester, Manchester (1989).

    Google Scholar 

  12. D.R. Willé, New stepsize estimators for linear multistep methods, Numerical Analysis Report 247, Department of Mathematics, University of Manchester, Manchester (1994).

    Google Scholar 

  13. D.R. Willé and C.T.H. Baker, DELSOL – a numerical code for the solution of systems of delay-differential equations, Appl. Numer. Math. 9 (1992) 223–234.

    Article  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Willé, D.R. Experiments in stepsize control for Adams linear multistep methods. Advances in Computational Mathematics 8, 335–344 (1998). https://doi.org/10.1023/A:1018960717197

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1018960717197

Keywords

Navigation