Analysis of variable-stepsize linear multistep methods with special emphasis on symmetric ones

Authors:
B. Cano;A. Durán
Affiliations:
Departamento de Matemática aplicada y Computación, Facultad de Ciencias, Universidad de Valladolid, Spain;Departamento de Matemática aplicada y Computación, Facultad de Ciencias, Universidad de Valladolid, Spain
Venue:
Mathematics of Computation
Year:
2003

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Abstract

In this paper we deal with several issues concerning variable-stepsize linear multistep methods. First, we prove their stability when their fixed-stepsize counterparts are stable and under mild conditions on the stepsizes and the variable coefficients. Then we prove asymptotic expansions on the considered tolerance for the global error committed. Using them, we study the growth of error with time when integrating periodic orbits. We consider strongly and weakly stable linear multistep methods for the integration of first-order differential systems as well as those designed to integrate special second-order ones. We place special emphasis on the latter which are also symmetric because of their suitability when integrating moderately eccentric orbits of reversible systems. For these types of methods, we give a characterization for symmetry of the coefficients, which allows their construction, and provide some numerical results for them.