Module 8: Linear Multistep Methods
  Lecture 26: Linear Multistep Methods (Contd)
 

 

Illustrative Examples

Example 1: If and , we get

Hence , which gives the second order Adams-Bashforth method

or

If, on the other hand, is given, there exists a of degree K such that the method is of order We find this by dividing (8.8) by log to get

.

Since is analytic at must be analytic at if , that is,

Example 2: If we get

Hence, , which gives the third order Adams-Moulton method: