Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638971 | Journal of Computational and Applied Mathematics | 2014 | 6 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Paola Console, Ernst Hairer,