Reducing round-off errors in symmetric multistep methods

• Autores: Paola Console, Ernst Hairer
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 262, Nº 1, 2014, págs. 217-222
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.07.025
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• Resumen

  • Certain symmetric linear multistep methods have an excellent long-time behavior when applied to second order Hamiltonian systems with or without constraints. For high accuracy computations round-off can be the dominating source of errors. This article shows how symmetric multistep methods should be implemented such that round-off errors are minimized and propagate like a random walk.