Numerical Integration Schemes Based on Composition of Adjoint Multistep Methods

• Published in: Algorithms Vol. 15; no. 12; p. 463
• Main Authors: Pesterev, Dmitriy, Druzhina, Olga, Pchelintsev, Alexander, Nepomuceno, Erivelton, Butusov, Denis
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01-12-2022
• Subjects: A-stability; Accuracy; adjoint method; Analysis; Composition; composition method; Differential equations; Efficiency; Methods; multistep method; Numerical integration; Numerical methods; Numerical stability; Ordinary differential equations; symmetric method
• ISSN: 1999-4893; 1999-4893
• DOI: 10.3390/a15120463

A composition is a powerful tool for obtaining new numerical methods for solving differential equations. Composition ODE solvers are usually based on single-step basic methods applied with a certain set of step coefficients. However, multistep composition schemes are much less-known and investigated in the literature due to their complex nature. In this paper, we propose several novel schemes for solving ordinary differential equations based on the composition of adjoint multistep methods. Numerical stability, energy preservation, and performance of proposed schemes are investigated theoretically and experimentally using a set of differential problems. The applicability and efficiency of the proposed composition multistep methods are discussed.