A technique to construct symmetric variable-stepsize linear multistep methods for second-order systems

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

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Abstract

Some previous works show that symmetric fixed- and variable-stepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts, in such a way that the former have the same order as the latter. The order and symmetry of the integrators obtained is proved independently of the order of the underlying fixed-stepsize integrators. As this technique looks for efficiency, we concentrate on explicit linear multistep methods, which just make one function evaluation per step, and we offer some numerical comparisons with other one-step adaptive methods which also show a good long-term behaviour.