Table of Contents



Variable Step Multistep Methods

  1. What?
    A Predictor-Corrector Method that uses variable step sizes for error control.
  2. Why?
    Predictor-corrector techniques always generate two approximations at each step, so they are natural candidates for error-control adaptation.
  3. Derivation:

  4. Choosing ‘\(q\)’:
    • \(q\) is, generally, chosen conservatively:
      formula
  5. Properties:
    1. A change in step size for a multistep method is more costly in terms of function evaluations than for a one-step method, because new equally-spaced starting values must be computed.
    2. Consequently, we ignore the step-size change whenever the local truncation error is between \(\dfrac{\epsilon}{10}\) and \(\epsilon\), that is, when formula
    3. \(q\) is given an upper bound to ensure that a single unusually accurate approximation does not result in too large a step size.
  6. Algorithm: