How many k-step linear block methods exist and which of them is the most efficient and simplest one?

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摘要

There have appeared in the literature a lot of k-step block methods for solving initial-value problems. The methods consist in a set of k simultaneous multistep formulas over k non-overlapping intervals. A feature of block methods is that there is no need of other procedures to provide starting approximations, and thus the methods are self-starting (sharing this advantage of Runge–Kutta methods). All the formulas are usually obtained from a continuous approximation derived via interpolation and collocation at k+1 points. Nevertheless, all the k-step block methods thus obtained may be considered as different formulations of one of them, which results to be the most efficient and simple formulation of all of them. The theoretical analysis and the numerical experiments presented support this claim.

论文关键词:Ordinary differential equations,Initial value problems,k-step block methods,Efficient formulation

论文评审过程:Received 26 November 2016, Revised 8 August 2017, Accepted 21 August 2017, Available online 5 September 2017, Version of Record 5 September 2017.

论文官网地址:https://doi.org/10.1016/j.amc.2017.08.036