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Mathematics of Computation

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A new step-size changing technique for multistep methods

Authors: G. K. Gupta and C. S. Wallace
Journal: Math. Comp. 33 (1979), 125-138
MSC: Primary 65L05; Secondary 65D30
MathSciNet review: 514814
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Abstract: The step-size changing technique is an important component of a Variable Step Variable Order algorithm for solving ordinary differential equations using multi-step methods. This paper presents a new technique for changing the step-size and compares its performance to that of the Variable-Step and Fixed-Step Interpolation techniques.

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Keywords: Multistep methods, stiff equations, ordinary differential equations, initial value problems
Article copyright: © Copyright 1979 American Mathematical Society