Global error estimation of linear multistep methods through the Runge-Kutta methods

Document Type : Research Article

Author

Sahand University of Technology

Abstract

In this paper, we study the global truncation error of the linear multistep methods (LMM) in terms of local truncation error of the corresponding Runge-Kutta schemes. The key idea is the representation of LMM with a corresponding Runge-Kutta method. For this, we need to consider the multiple step of a linear multistep method as a single step in the corresponding Runge-Kutta method. Therefore, the global error estimation of a LMM through the Runge-Kutta method will be provided. In this estimation, we do not take into account the effects of roundoff errors. The numerical illustrations show the accuracy and efficiency of the given estimation.

Keywords


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