Numerical aspects of the coeffcient computation for LMMs

L. Aceto, A. Sestini

Research output: Contribution to journalArticlepeer-review

Abstract

The numerical solution of Boundary Value Problems usually requires the use of an adaptive mesh selection strategy. For this reason, when a Linear Multistep Method is considered, a dynamic computation of its coefficients is necessary. This leads to solve linear systems which can be expressed in different forms, depending on the polynomial basis used to impose the order conditions. In this paper, we compare the accuracy of the numerically computed coefficients for three different formulations. For all the considered cases Vandermonde systems on general abscissae are involved and they are always solved by the Björk-Pereyra algorithm [3]. An adaptation of the forward error analysis given in [8, 9] is proposed whose significance is confirmed by the numerical results.

Original languageEnglish
Pages (from-to)181-191
Number of pages11
JournalJournal of Numerical Analysis, Industrial and Applied Mathematics
Volume3
Issue number3-4
Publication statusPublished - 15 Oct 2008
Externally publishedYes

Keywords

  • Bernstein polynomials
  • Björk-Pereyra algorithm
  • Boundary value methods
  • Conditioning
  • Linear multistep methods
  • Vandermonde matrix

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