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Linear multistep methods are used for the numerical solution of ordinary differential equations. Conceptually, a numerical method starts from an initial point and then takes a short step forward in time to find the next solution point. The process continues with subsequent steps to map out the solution.
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]
General linear methods (GLMs) are a large class of numerical methods used to obtain numerical solutions to ordinary differential equations. 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.
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.
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 ...
In the area of mathematics known as numerical ordinary differential equations, the direct multiple shooting method is a numerical method for the solution of boundary value problems. The method divides the interval over which a solution is sought into several smaller intervals, solves an initial value problem in each of the smaller intervals ...
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Matrix Toolkit Java is a linear algebra library based on BLAS and LAPACK. ojAlgo is an open source Java library for mathematics, linear algebra and optimisation. exp4j is a small Java library for evaluation of mathematical expressions. SuanShu is an open-source Java math library. It supports numerical analysis, statistics and optimization.