Interval versions of Milne’s multistep methods

On Multistep Interval Methods for Solving the Initial Value Problem

Interval methods for solving problems in differential equations and their implementation in floating-point interval arithmetic are interesting due to interval-solutions obtained which contain not only the errors of methods, but also all possible numerical errors. Such methods have been analyzed in a number of papers and monographs (see e.g. [1], [5], [9], and [10]). In our previous papers expli...

Multistep Methods

All of the numerical methods that we have developed for solving initial value problems are onestep methods, because they only use information about the solution at time tn to approximate the solution at time tn+1. As n increases, that means that there are additional values of the solution, at previous times, that could be helpful, but are unused. Multistep methods are time-stepping methods that...

Linear Multistep Methods page 1 Linear Multistep Methods

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),...

Probabilistic Linear Multistep Methods

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...

Estimation of Longest Stability Interval for a Kind of Explicit Linear Multistep Methods