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A Note on the Step Size Selection in Adams Multistep Methods

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Abstract

In this paper new algorithms for step size prediction in variable step size Adams methods are proposed. It is shown that, when large step size changes are necessary for an efficient integration, the new algorithms provide a prediction that follows more closely the local error estimation than the standard step size prediction. The new predictors can be considered as a easily computable alternative to the step size predictors given by Willé [9] in terms of differential equations.

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Authors and Affiliations

  1. Departamento de Matematica Aplicada, Universidad de Zaragoza, 50009, Zaragoza, Spain

    Manuel Calvo

  2. Department of Applied Mathematics, University of Salamanca, E-37008, Salamanca, Spain

    Jesús Vigo-Aguiar

Authors
  1. Manuel Calvo
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  2. Jesús Vigo-Aguiar
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Calvo, M., Vigo-Aguiar, J. A Note on the Step Size Selection in Adams Multistep Methods. Numerical Algorithms 27, 359–366 (2001). https://doi.org/10.1023/A:1013858030641

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  • DOI: https://doi.org/10.1023/A:1013858030641

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