Multistep methods avoid a high number of function evaluations in the implementation of numerical methods by adding several past time steps and the associated already determined approximations. The solution of nonlinear systems of equations required for the higher consistency properties of implicit methods in each time step can be avoided by a suitable combination with explicit multistep methods.

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Multistep Methods

  • Sören Bartels

摘要

Multistep methods avoid a high number of function evaluations in the implementation of numerical methods by adding several past time steps and the associated already determined approximations. The solution of nonlinear systems of equations required for the higher consistency properties of implicit methods in each time step can be avoided by a suitable combination with explicit multistep methods.