Basic HTML version of Foils prepared 22 February 1998

Foil 24 Features of Multi-Step Methods

From Fox Presentation Fall 1995 CPS615 Basic Simulation Track for Computational Science -- 1998 Enhancements. by Geoffrey C. Fox


Note these are essentially interpolation formulae for if one uses information from m t values, you can fit a degree m-1 polynomial
Taylor expansion and Polynomial fitting are essentially the same thing!
Implicit Multistep Methods are gotten using backwards difference interpolating polynomials starting at ti+1. But wherever we we need f(ti+1,y(ti+1)), we use f(ti+1, X*i+1) where X*i+1is derived from the explicit predictor equation
Note that implicit formulae should be best as explicit method involves extrapolation from ti to ti+1 whereas in implicit case ti+1 is endpoint of region in which interpolation done
Extrapolation is always unreliable and to be avoided!



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