2MultistepMethods-Appliedmathematics.pdfVIP

2 Multistep Methods Up to now, all methods we studied were single step methods, i.e., the value yn+1 was found using information only from the previous time level tn . Now we will consider so-called multistep methods, i.e., more of the history of the solution will affect the value yn+1 . 2.1 Adams Methods Consider the first-order ODE y (t) = f (t, y (t)). If we integrate from tn+1 to tn+2 we have tn+2 tn+2 y (τ )dτ = f (τ, y (τ ))dτ tn+1 tn+1 or y (tn+2) − y (tn+1) = t tn+2 f (τ, y (τ ))dτ. (31) n+1 As we saw earlier for Euler’s method and for the trapezoidal rule, different numer- ical integration rules lead to different ODE solvers. In particular, the left-endpoint rule yields Euler’s method, while the trapezoidal rule for integration gives rise to the trapezoidal rule for IVPs. Incidentally, the right-endpoint rule provides us with the backward Euler method. We now use a different quadrature formula for the integral in (31). Example Instead of viewing the slope f as a constant on the interval [tn , tn+1] we now represent f by its linear interpolating polynomial at the points τ = tn and τ = tn+1 given in Lagrange form, i.e., τ − tn+1 τ − tn p (τ ) = f (tn , y (tn )) + f (tn+1 , y (tn+1)) tn − tn+1 tn+1 − tn tn+1 − τ τ − tn = f (tn , y (tn )) + f (tn+1 , y (tn+1)), h h