• Medientyp: E-Artikel
  • Titel: On the Exponential Fitting of Composite, Multiderivative Linear Multistep Methods
  • Beteiligte: Cash, J. R.
  • Erschienen: Society for Industrial and Applied Mathematics, 1981
  • Erschienen in: SIAM Journal on Numerical Analysis, 18 (1981) 5, Seite 808-821
  • Sprache: Englisch
  • ISSN: 0036-1429
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: Exponentially fitted composite, multiderivative linear multistep methods of orders up to 5 are derived. A numerical investigation of these formulae indicates that they may be A-stable for all choices of the fitting parameters. An important aspect of the class of integration formulae considered is that each formula contains a "built-in" local error estimate--a facility lacking in most other exponentially fitted formulae. Some preliminary numerical results are given and these show that, for problems for which exponential fitting is appropriate, the new formulae provide a large saving in computational effort compared with conventional ones.