Some previous works show that symmetric fixedand variablestepsize linear multistep methods for second-order systems which do not have any parasitic root in their first characteristic polynomial give rise to a slow error growth with time when integrating reversible systems. In this paper, we give a technique to construct variable-stepsize symmetric methods from their fixed-stepsize counterparts,...

many simulation algorithms (chemical reaction systems, differential systems arising from the modeling of transient behavior in the process industries and etc.) contain the numerical solution of systems of differential equations. for the efficient solution of the above mentioned problems, linear multistep methods or runge-kutta technique are used. for the simulation of chemical procedures the ra...

in this paper, we introduce the new class of implicit l-stable generalized hybrid methods forthe numerical solution of first order initial value problems. we generalize the hybrid methodswith utilize ynv directly in the right hand side of classical hybrid methods. the numericalexperimentation showed that our method is considerably more efficient compared to wellknown methods used for the numer...

page 1 Linear Multistep Methods Note: The authoritative reference for the material on convergence is the book by Peter Henrici, Discrete Variable Methods in Ordinary Differential Equations , Wiley, 1962. The best reference on absolute stability is the book by Jack Lambert, Numerical Methods for Ordinary Differential Systems, Wiley, 1991. We consider the Initial Value Problem (IVP) y′ = f(x, y),...

We present a derivation and theoretical investigation of the Adams-Bashforth and Adams-Moulton family of linear multistep methods for solving ordinary differential equations, starting from a Gaussian process (GP) framework. In the limit, this formulation coincides with the classical deterministic methods, which have been used as higher-order initial value problem solvers for over a century. Fur...