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Multistep Methods

In previous sections we have discussed numerical procedures for solving the initial value problem

in which data at the point are used to calculate an approximate value of the solution at the next mesh point . In other words, the calculated value of at any mesh point depends only on the data at the preceding mesh pont. Such methods are called one-step methods. However, once approximate values of the solution have been obtained at a few points beyond , it is natural to ask whether we can make use of some of this information, rather than just the value at the last point to calculate the value of at the next point. Specifically, if at , at , , at are known, how can we use this information to determine at ? Methods that use information at more than the last mesh point are referred to as multistep methods. In this section we will describe two types of multistep methods, Adams methods and backward differentiation formulas. Within each type one can achieve various levels of accuracy, depending on the number of preceding data points that are used. For simplicity we will assume throughout our discussion that the step size h is constant.





Dinesh Manocha
Sun Mar 29 02:59:14 EST 1998