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Chebyshevian multistep methods for ordinary differential equations

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Summary

In this paper some theory of linear multistep methods fory (r) (x)=f(x,y) is extended to include smooth, stepsize-dependent coefficients. Treated in particular is the case where exact integration of a given set of functions is desired.

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Authors and Affiliations

  1. Center for Numerical Analysis the University of Texas at Austin, USA

    Tom Lyche

  2. Department of Mathematics, University of Oslo, Oslo 3, Norway

    Tom Lyche

Authors
  1. Tom Lyche
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Additional information

Work on this paper was supported in part by U.S. Army Research Office (Durham) Grant DA-ARO(D)-31-124-G1050 and National Science Foundation Grant GP-23655 with The University of Texas at Austin.

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Lyche, T. Chebyshevian multistep methods for ordinary differential equations. Numer. Math. 19, 65–75 (1972). https://doi.org/10.1007/BF01395931

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  • DOI: https://doi.org/10.1007/BF01395931

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