AbstractGeneralized Hermite multistep methods for initial-value problems in ordinary differential equations are reviewed. Zero-stability of the correctors with variable stepsize is investigated. A special predictor-corrector scheme for multistep methods with offstep points is presented. A method of order 11 has been developed and is illustrated with numerical examples
AbstractThis paper deals with the achievement of explicit computable bounds for the global discretiz...
The purpose of this study is to introduce multistep methods for approximating the solutions of ordin...
During the numerical integration of a system of first order differential equations, practical algori...
AbstractGeneralized Hermite multistep methods for initial-value problems in ordinary differential eq...
AbstractIn this paper we derive new generalized multistep methods with variable stepsize for initial...
AbstractIn this paper we extend from k=4 to k=6 the existence of a stable maximal order (2k+2), gene...
For solving the initial value problem : y'=f(x,y), y(x_0)=y_0, stepsize=h, using the idea of quadrat...
AbstractWe develop a variable-order, variable-step algorithm for solving second-order initial-value ...
AbstractSome k-step kth order explicit nonlinear multistep methods (NMM) are proposed for both stiff...
summary:The paper is concerned with the numerical solution of ordinary differential equations by a n...
Backward differentiation methods are used extensively for integration of stiff systems of ordinary d...
AbstractNumerical integration techniques which have been previously thought of as distinct are shown...
AbstractDahlquist[1] established that the most accurate unconditionally stable linear multistep sche...
Numerical solution of differential equations using predictor-corrector multistep methods for stabili...
AbstractThe α-type multistep methods have the form of Yn+kαnYn+k-1+(αn-1)Yn+k-2=hn+kΣi=0kβi,nfn+1 wh...
AbstractThis paper deals with the achievement of explicit computable bounds for the global discretiz...
The purpose of this study is to introduce multistep methods for approximating the solutions of ordin...
During the numerical integration of a system of first order differential equations, practical algori...
AbstractGeneralized Hermite multistep methods for initial-value problems in ordinary differential eq...
AbstractIn this paper we derive new generalized multistep methods with variable stepsize for initial...
AbstractIn this paper we extend from k=4 to k=6 the existence of a stable maximal order (2k+2), gene...
For solving the initial value problem : y'=f(x,y), y(x_0)=y_0, stepsize=h, using the idea of quadrat...
AbstractWe develop a variable-order, variable-step algorithm for solving second-order initial-value ...
AbstractSome k-step kth order explicit nonlinear multistep methods (NMM) are proposed for both stiff...
summary:The paper is concerned with the numerical solution of ordinary differential equations by a n...
Backward differentiation methods are used extensively for integration of stiff systems of ordinary d...
AbstractNumerical integration techniques which have been previously thought of as distinct are shown...
AbstractDahlquist[1] established that the most accurate unconditionally stable linear multistep sche...
Numerical solution of differential equations using predictor-corrector multistep methods for stabili...
AbstractThe α-type multistep methods have the form of Yn+kαnYn+k-1+(αn-1)Yn+k-2=hn+kΣi=0kβi,nfn+1 wh...
AbstractThis paper deals with the achievement of explicit computable bounds for the global discretiz...
The purpose of this study is to introduce multistep methods for approximating the solutions of ordin...
During the numerical integration of a system of first order differential equations, practical algori...