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Sec41 The Order of Linear Multistep Methods

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Presentation on theme: "Sec41 The Order of Linear Multistep Methods"— Presentation transcript:

1 Sec41 The Order of Linear Multistep Methods
Given a linear multistep method [α, β], we seek conditions on the coefficients in the polynomials α and β that will guarantee that, locally, errors are O(hp+1).

2 Sec41 The Order of Linear Multistep Methods
Example: 2ed order Adams–Bashforth method

3 Sec41 The Order of Linear Multistep Methods

4 Sec41 The Order of Linear Multistep Methods

5 Sec411 Derivation of methods
Linear Multistep Methods: find the coefficients in Adams–Moulton methods Derivation of methods when α is given and β is then chosen to achieve the required order

6 Sec411 Derivation of methods
Linear Multistep Methods: find the coefficients in Adams–Bashforth methods Derivation of methods when α is given and β is then chosen to achieve the required order

7 Sec411 Derivation of methods
Example: 2ed order Adams–Bashforth method find the coefficients in Adams–Bashforth methods Derivation of methods when α is given and β is then chosen to achieve the required order

8 Sec411 Derivation of methods
Example: 2ed order Adams–Bashforth method First approximation Investigate the effect of the first approximations


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