In many applications, large systems of ordinary di erential equations (ODEs) have to be solved numerically that have both sti and nonsti parts. A popular approach in such cases is to integrate the sti parts implicitly and the nonsti parts explicitly. In this paper we study a class of implicit-explicit (IMEX) linear multistep methods intended for such applications. The paper focuses on the linea...

Abstract: In this paper, we present a class of multistep methods for the numerical solution of stiff ordinary differential equations. In these methods the first, second and third derivatives of the solution are used to improve the accuracy and absolute stability regions of the methods. The constructed methods are A-stable up to order 6 and A(α)-stable up to order 8 so that, as it is shown in th...

A new polynomial formulation of variable step size linear multistep methods is presented, where each k-step method is characterized by a fixed set of k− 1 or k parameters. This construction includes all methods of maximal order (p = k for stiff, and p = k+1 for nonstiff problems). Supporting time step adaptivity by construction, the new formulation is not based on extending classical fixed step...

Following the work of Enright [3] there has been interest in studying second derivative methods for solving stiff ordinary differential equations. Successful implementations of second derivative methods have been reported by Enright [3], Sacks-Davis [9], [10] and Addison[l]. Wallace and Gupta [13] have suggested a polynomial formulation of the usual first-derivative multistep methods. Recently ...

Multistep methods for firstand second-order ordinary differential equations are used for the full discretizations of standard Galerkin approximations to the initial-periodic boundary value problem for first-order linear hyperbolic equations in one space dimension and to the initial-boundary value problem for second-order lin2 ear selfadjoint hyperbolic equations in many space dimensions. L -err...

We consider multistep methods for accelerated trajectory generation in the simulation of Markovian event systems, which is particularly useful in cases where the length of trajectories is large, e.g. when regenerative cycles tend to be long, when we are interested in transient measures over a finite but large time horizon, or when multiple time scales render the system stiff. 1. Markovian Event...

The paper is concerned with the construction, implementation and numerical analysis of exponential multistep methods. These methods are related to explicit Adams methods but, in contrast to the latter, make direct use of the exponential and related matrix functions of a (possibly rough) linearization of the vector field. This feature enables them to integrate stiff problems explicitly in time. ...