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The first Dahlquist barrier states that a zero-stable and linear q-step multistep method cannot attain an order of convergence greater than q + 1 if q is odd and greater than q + 2 if q is even. If the method is also explicit, then it cannot attain an order greater than q ( Hairer, Nørsett & Wanner 1993 , Thm III.3.5).
A linear multistep method is zero-stable if all roots of the characteristic equation that arises on applying the method to ′ = have magnitude less than or equal to unity, and that all roots with unit magnitude are simple. [2]
They include multistage Runge–Kutta methods that use intermediate collocation points, as well as linear multistep methods that save a finite time history of the solution. John C. Butcher originally coined this term for these methods and has written a series of review papers, [1] [2] [3] a book chapter, [4] and a textbook [5] on the topic.
General linear methods — a class of methods encapsulating linear multistep and Runge-Kutta methods; Bulirsch–Stoer algorithm — combines the midpoint method with Richardson extrapolation to attain arbitrary order; Exponential integrator — based on splitting ODE in a linear part, which is solved exactly, and a nonlinear part
Explicit examples from the linear multistep family include the Adams–Bashforth methods, and any Runge–Kutta method with a lower diagonal Butcher tableau is explicit. A loose rule of thumb dictates that stiff differential equations require the use of implicit schemes, whereas non-stiff problems can be solved more efficiently with explicit ...
The backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations.They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation.
In numerical analysis and scientific computing, the trapezoidal rule is a numerical method to solve ordinary differential equations derived from the trapezoidal rule for computing integrals. The trapezoidal rule is an implicit second-order method, which can be considered as both a Runge–Kutta method and a linear multistep method.
The relation between local and global truncation errors is slightly different from in the simpler setting of one-step methods. For linear multistep methods, an additional concept called zero-stability is needed to explain the relation between local and global truncation errors. Linear multistep methods that satisfy the condition of zero ...