English

Stabilized explicit Adams-type methods

Numerical Analysis 2020-12-15 v1 Numerical Analysis

Abstract

In this work we present explicit Adams-type multistep methods with extended stability interval, which are analogous to the stabilized Chebyshev Runge--Kutta methods. It is proved that for any k1k\geq 1 there exists an explicit kk-step Adams-type method of order one with stability interval of length 2k2k. The first order methods have remarkably simple expressions for their coefficients and error constant. A damped modification of these methods is derived. In general case to construct a kk-step method of order pp it is necessary to solve a constrained optimization problem in which the objective function and pp constraints are second degree polynomials in kk variables. We calculate higher-order methods up to order six numerically and perform some numerical experiments to confirm the accuracy and stability of the methods.

Keywords

Cite

@article{arxiv.2012.06767,
  title  = {Stabilized explicit Adams-type methods},
  author = {Vasily Repnikov and Boris Faleichik and Andrey Moysa},
  journal= {arXiv preprint arXiv:2012.06767},
  year   = {2020}
}