Relevant bibliographies by topics / Linear Multistep Methods

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Linear Multistep Methods'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Linear Multistep Methods.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Linear Multistep Methods"

1

Hairer, Ernst. "Symmetric linear multistep methods." BIT Numerical Mathematics 46, no. 3 (August 16, 2006): 515–24. http://dx.doi.org/10.1007/s10543-006-0066-z.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Butcher, J. C., and A. T. Hill. "Linear Multistep Methods as Irreducible General Linear Methods." BIT Numerical Mathematics 46, no. 1 (March 2006): 5–19. http://dx.doi.org/10.1007/s10543-006-0046-3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Hundsdorfer, Willem, Steven J. Ruuth, and Raymond J. Spiteri. "Monotonicity-Preserving Linear Multistep Methods." SIAM Journal on Numerical Analysis 41, no. 2 (January 2003): 605–23. http://dx.doi.org/10.1137/s0036142902406326.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Sahoo, G., and N. Datta. "Auxiliary linear multistep methods: explicit." International Journal of Computer Mathematics 26, no. 2 (January 1989): 101–15. http://dx.doi.org/10.1080/00207168908803688.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Sahoo, G., and N. Datta. "Auxiliary linear multistep methods: implicit." International Journal of Computer Mathematics 31, no. 1-2 (January 1989): 115–23. http://dx.doi.org/10.1080/00207168908803793.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Oliveira, Paula, and Fernanda Patricio. "Instability in linear multistep methods." Applicable Analysis 28, no. 1 (January 1988): 1–14. http://dx.doi.org/10.1080/00036818808839745.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Sand, Jørgen. "Circle contractive linear multistep methods." BIT 26, no. 1 (March 1986): 114–22. http://dx.doi.org/10.1007/bf01939367.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Boutelje, B. R., and A. T. Hill. "Nonautonomous stability of linear multistep methods." IMA Journal of Numerical Analysis 30, no. 2 (February 20, 2009): 525–42. http://dx.doi.org/10.1093/imanum/drn070.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Lenferink, H. W. J. "Contractivity-preserving implicit linear multistep methods." Mathematics of Computation 56, no. 193 (January 1, 1991): 177. http://dx.doi.org/10.1090/s0025-5718-1991-1052098-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Jódar, L., J. L. Morera, and E. Navarro. "On convergent linear multistep matrix methods." International Journal of Computer Mathematics 40, no. 3-4 (January 1991): 211–19. http://dx.doi.org/10.1080/00207169108804014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Linear Multistep Methods"

1

Boutelje, Bruce R. "Nonlinear stability and convergence of linear multistep methods." Thesis, University of Bath, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.478943.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Considine, Seamus. "Modified linear multistep methods for the numerical integration of stiff initial value problems." Thesis, Imperial College London, 1988. http://hdl.handle.net/10044/1/47005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Arnold, Andrea. "Sequential Monte Carlo Parameter Estimation for Differential Equations." Case Western Reserve University School of Graduate Studies / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=case1396617699.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Sehnalová, Pavla. "Stabilita a konvergence numerických výpočtů." Doctoral thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2011. http://www.nusl.cz/ntk/nusl-261248.

Full text
Abstract:
Tato disertační práce se zabývá analýzou stability a konvergence klasických numerických metod pro řešení obyčejných diferenciálních rovnic. Jsou představeny klasické jednokrokové metody, jako je Eulerova metoda, Runge-Kuttovy metody a nepříliš známá, ale rychlá a přesná metoda Taylorovy řady. V práci uvažujeme zobecnění jednokrokových metod do vícekrokových metod, jako jsou Adamsovy metody, a jejich implementaci ve dvojicích prediktor-korektor. Dále uvádíme generalizaci do vícekrokových metod vyšších derivací, jako jsou např. Obreshkovovy metody. Dvojice prediktor-korektor jsou často implementovány v kombinacích modů, v práci uvažujeme tzv. módy PEC a PECE. Hlavním cílem a přínosem této práce je nová metoda čtvrtého řádu, která se skládá z dvoukrokového prediktoru a jednokrokového korektoru, jejichž formule využívají druhých derivací. V práci je diskutována Nordsieckova reprezentace, algoritmus pro výběr proměnlivého integračního kroku nebo odhad lokálních a globálních chyb. Navržený přístup je vhodně upraven pro použití proměnlivého integračního kroku s přístupe vyšších derivací. Uvádíme srovnání s klasickými metodami a provedené experimenty pro lineární a nelineární problémy.
APA, Harvard, Vancouver, ISO, and other styles
5

Santos, Claudia Augusta dos. "Métodos numéricos para o retoque digital /." São José do Rio Preto : [s.n.], 2005. http://hdl.handle.net/11449/94281.

Full text
Abstract:
Orientador: Maurílio Boaventura
Banca: Antonio Castelo Filho
Banca: Heloisa Helena Marino Silva
Resumo: O objetivo deste trabalho þe aplicar Mþetodos Numþericos de ordem de precisão mais alta ao problema de Retoque Digital, visando melhorar a qualidade da aproximação quando comparada com o Método de Euler, que þe geralmente utilizado para esse tipo de problema. Para testar a eficiência de tais métodos, utilizamos três modelos de Retoque Digital: o modelo proposto por Bertalmþýo, Sapiro, Ballester e Caselles (BSBC), o modelo de Rudin, Osher e Fatemi conhecido como Variacional Total (TV) e o modelo de Chan e Shen, chamado de Difusão Guiada pela Curvatura (CDD).
Abstract: The purpose of this work is to apply Numerical Methods of higher order to the problem of Digital Inpainting, aiming to improve the quality of the approach when compared with the Euler’s Method which is generally used for this kind of problem. To test the e ciency of these methods we use three models of Digital Inpainting: the model considered by Bertalmþýo, Sapiro, Ballester and Caselles (BSBC), the model of Rudin, Osher and Fatemi known as Total Variation (TV) and the model of Chan and Shen, named Curvature Driven Di usion (CDD)
Mestre
APA, Harvard, Vancouver, ISO, and other styles
6

Santos, Claudia Augusta dos [UNESP]. "Métodos numéricos para o retoque digital." Universidade Estadual Paulista (UNESP), 2005. http://hdl.handle.net/11449/94281.

Full text
Abstract:
Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2005-02-25Bitstream added on 2014-06-13T19:47:24Z : No. of bitstreams: 1 santos_ca_me_sjrp.pdf: 757765 bytes, checksum: bd1f77ee4f0f4cdebfc0a29af4d9bc39 (MD5)
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
O objetivo deste trabalho þe aplicar Mþetodos Numþericos de ordem de precisão mais alta ao problema de Retoque Digital, visando melhorar a qualidade da aproximação quando comparada com o Método de Euler, que þe geralmente utilizado para esse tipo de problema. Para testar a eficiência de tais métodos, utilizamos três modelos de Retoque Digital: o modelo proposto por Bertalmþýo, Sapiro, Ballester e Caselles (BSBC), o modelo de Rudin, Osher e Fatemi conhecido como Variacional Total (TV) e o modelo de Chan e Shen, chamado de Difusão Guiada pela Curvatura (CDD).
The purpose of this work is to apply Numerical Methods of higher order to the problem of Digital Inpainting, aiming to improve the quality of the approach when compared with the Euler s Method which is generally used for this kind of problem. To test the e ciency of these methods we use three models of Digital Inpainting: the model considered by Bertalmþýo, Sapiro, Ballester and Caselles (BSBC), the model of Rudin, Osher and Fatemi known as Total Variation (TV) and the model of Chan and Shen, named Curvature Driven Di usion (CDD)
APA, Harvard, Vancouver, ISO, and other styles
7

Hadjimichael, Yiannis. "Perturbed Strong Stability Preserving Time-Stepping Methods For Hyperbolic PDEs." Diss., 2017. http://hdl.handle.net/10754/625526.

Full text
Abstract:
A plethora of physical phenomena are modelled by hyperbolic partial differential equations, for which the exact solution is usually not known. Numerical methods are employed to approximate the solution to hyperbolic problems; however, in many cases it is difficult to satisfy certain physical properties while maintaining high order of accuracy. In this thesis, we develop high-order time-stepping methods that are capable of maintaining stability constraints of the solution, when coupled with suitable spatial discretizations. Such methods are called strong stability preserving (SSP) time integrators, and we mainly focus on perturbed methods that use both upwind- and downwind-biased spatial discretizations. Firstly, we introduce a new family of third-order implicit Runge–Kuttas methods with arbitrarily large SSP coefficient. We investigate the stability and accuracy of these methods and we show that they perform well on hyperbolic problems with large CFL numbers. Moreover, we extend the analysis of SSP linear multistep methods to semi-discretized problems for which different terms on the right-hand side of the initial value problem satisfy different forward Euler (or circle) conditions. Optimal perturbed and additive monotonicity-preserving linear multistep methods are studied in the context of such problems. Optimal perturbed methods attain augmented monotonicity-preserving step sizes when the different forward Euler conditions are taken into account. On the other hand, we show that optimal SSP additive methods achieve a monotonicity-preserving step-size restriction no better than that of the corresponding non-additive SSP linear multistep methods. Furthermore, we develop the first SSP linear multistep methods of order two and three with variable step size, and study their optimality. We describe an optimal step-size strategy and demonstrate the effectiveness of these methods on various one- and multi-dimensional problems. Finally, we establish necessary conditions to preserve the total variation of the solution obtained when perturbed methods are applied to boundary value problems. We implement a stable treatment of nonreflecting boundary conditions for hyperbolic problems that allows high order of accuracy and controls spurious wave reflections. Numerical examples with high-order perturbed Runge–Kutta methods reveal that this technique provides a significant improvement in accuracy compared with zero-order extrapolation.
APA, Harvard, Vancouver, ISO, and other styles
8

ZivariPiran, Hossein. "Efficient Simulation, Accurate Sensitivity Analysis and Reliable Parameter Estimation for Delay Differential Equations." Thesis, 2009. http://hdl.handle.net/1807/19253.

Full text
Abstract:
Delay differential equations (DDEs) are a class of differential equations that have received considerable recent attention and been shown to model many real life problems, traditionally formulated as systems of ordinary differential equations (ODEs), more naturally and more accurately. Ideally a DDE modeling package should provide facilities for approximating the solution, performing a sensitivity analysis and estimating unknown parameters. In this thesis we propose new techniques for efficient simulation, accurate sensitivity analysis and reliable parameter estimation of DDEs. We propose a new framework for designing a delay differential equation (DDE) solver which works with any supplied initial value problem (IVP) solver that is based on a general linear method (GLM) and can provide dense output. This is done by treating a general DDE as a special example of a discontinuous IVP. We identify a precise process for the numerical techniques used when solving the implicit equations that arise on a time step, such as when the underlying IVP solver is implicit or the delay vanishes. We introduce an equation governing the dynamics of sensitivities for the most general system of parametric DDEs. Then, having a similar view as the simulation (DDEs as discontinuous ODEs), we introduce a formula for finding the size of jumps that appear at discontinuity points when the sensitivity equations are integrated. This leads to an algorithm which can compute sensitivities for various kind of parameters very accurately. We also develop an algorithm for reliable parameter identification of DDEs. We propose a method for adding extra constraints to the optimization problem, changing a possibly non-smooth optimization to a smooth problem. These constraints are effectively handled using information from the simulator and the sensitivity analyzer. Finally, we discuss the structure of our evolving modeling package DDEM. We present a process that has been used for incorporating existing codes to reduce the implementation time. We discuss the object-oriented paradigm as a way of having a manageable design with reusable and customizable components. The package is programmed in C++ and provides a user-friendly calling sequences. The numerical results are very encouraging and show the effectiveness of the techniques.
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Linear Multistep Methods"

1

Hairer, Ernst, Syvert Paul Nørsett, and Gerhard Wanner. "Multistep Methods and General Linear Methods." In Solving Ordinary Differential Equations I, 303–432. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-662-12607-3_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Griffiths, David F., and Desmond J. Higham. "Linear Multistep Methods—V: Solving Implicit Methods." In Numerical Methods for Ordinary Differential Equations, 109–21. London: Springer London, 2010. http://dx.doi.org/10.1007/978-0-85729-148-6_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Griffiths, David F., and Desmond J. Higham. "Linear Multistep Methods—III: Absolute Stability." In Numerical Methods for Ordinary Differential Equations, 75–94. London: Springer London, 2010. http://dx.doi.org/10.1007/978-0-85729-148-6_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Cano, B. "Variable Stepsizes in Symmetric Linear Multistep Methods." In Lecture Notes in Computer Science, 144–52. Berlin, Heidelberg: Springer Berlin Heidelberg, 2001. http://dx.doi.org/10.1007/3-540-45262-1_18.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Griffiths, David F., and Desmond J. Higham. "Linear Multistep Methods—I: Construction and Consistency." In Numerical Methods for Ordinary Differential Equations, 43–60. London: Springer London, 2010. http://dx.doi.org/10.1007/978-0-85729-148-6_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Griffiths, David F., and Desmond J. Higham. "Linear Multistep Methods—IV: Systems of ODEs." In Numerical Methods for Ordinary Differential Equations, 95–108. London: Springer London, 2010. http://dx.doi.org/10.1007/978-0-85729-148-6_7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Sandu, Adrian. "Reverse Automatic Differentiation of Linear Multistep Methods." In Advances in Automatic Differentiation, 1–12. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-68942-3_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Griffiths, David F., and Desmond J. Higham. "Linear Multistep Methods—II: Convergence and Zero-Stability." In Numerical Methods for Ordinary Differential Equations, 61–73. London: Springer London, 2010. http://dx.doi.org/10.1007/978-0-85729-148-6_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Owolabi, Kolade M., and Adelegan L. Momoh. "Linear Multistep Method with Application to Chaotic Processes." In Mathematical Methods in Engineering and Applied Sciences, 277–90. Boca Raton: CRC Press, [2020] | Series: Mathematics and its applications series: CRC Press, 2020. http://dx.doi.org/10.1201/9780429343537-10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Mincsovics, M. E. "Note on Weakly and Strongly Stable Linear Multistep Methods." In Advances in High Performance Computing, 290–97. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-55347-0_25.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Linear Multistep Methods"

1

Mitsui, Taketomo. "Performance of “look-ahead” linear multistep methods." In INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM 2015). Author(s), 2016. http://dx.doi.org/10.1063/1.4951868.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Mincsovics, M. E. "Note on the stability of strongly stable linear multistep methods." In APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 9th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’17. Author(s), 2017. http://dx.doi.org/10.1063/1.5007412.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Hetmanczyk, Georg, and Karlheinz Ochs. "Initialization of linear multistep methods in multidimensional wave digital models." In 2009 52nd IEEE International Midwest Symposium on Circuits and Systems (MWSCAS). IEEE, 2009. http://dx.doi.org/10.1109/mwscas.2009.5235886.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Anastassi, Z. A., T. E. Simos, Theodore E. Simos, George Psihoyios, and Ch Tsitouras. "Linear Multistep Methods for the Efficient Integration of the Schrödinger Equation." In NUMERICAL ANALYSIS AND APPLIED MATHEMATICS: International Conference on Numerical Analysis and Applied Mathematics 2009: Volume 1 and Volume 2. AIP, 2009. http://dx.doi.org/10.1063/1.3241413.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Mincsovics, Miklós Emil. "Stability of one-step and linear multistep methods - a matrix technique approach." In The 10'th Colloquium on the Qualitative Theory of Differential Equations. Szeged: Bolyai Institute, SZTE, 2016. http://dx.doi.org/10.14232/ejqtde.2016.8.15.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Guo, Jinjin, Binbin Qiu, Liangjie Ming, and Yunong Zhang. "Explicit Linear Dual-Multistep Methods Applied to ZNN Illustrated via Discrete Time-Dependent Linear and Nonlinear Inequalities System Solving." In 2020 International Joint Conference on Neural Networks (IJCNN). IEEE, 2020. http://dx.doi.org/10.1109/ijcnn48605.2020.9207394.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Panopoulos, G. A., Z. A. Anastassi, and T. E. Simos. "Optimized explicit symmetric linear multistep methods for the numerical solution of the Schrödinger equation and related orbital problems." In INTERNATIONAL CONFERENCE OF COMPUTATIONAL METHODS IN SCIENCES AND ENGINEERING 2009: (ICCMSE 2009). AIP, 2012. http://dx.doi.org/10.1063/1.4772179.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Bru¨ls, Olivier, and Martin Arnold. "The Generalized-α Scheme as a Linear Multistep Integrator: Towards a General Mechatronic Simulator." In ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/detc2007-34941.

Full text
Abstract:
This paper presents a consistent formulation of the generalized-α time integration scheme for mechanical and mechatronic systems. The algorithm can deal with a non-constant mass matrix, controller dynamics, and kinematic constraints. The theoretical background relies on the analogy with linear multistep formulae, which leads to elegant results related with consistency, order conditions for constant and variable step-size methods, as well as global convergence. The algorithm is applied for the simulation of a vehicle semi-active suspension.
APA, Harvard, Vancouver, ISO, and other styles
9

Anastassi, Z. A., T. E. Simos, Theodore E. Simos, George Psihoyios, and Ch Tsitouras. "A Family of Symmetric Linear Multistep Methods for the Numerical Solution of the Schrödinger Equation and Related Problems." In ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010. AIP, 2010. http://dx.doi.org/10.1063/1.3498259.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Calvetti, Daniela, Salvatore Cuomo, Monica Pragliola, Erkki Somersalo, and Gerardo Toraldo. "Computational issues in linear multistep method particle filtering." In NUMERICAL COMPUTATIONS: THEORY AND ALGORITHMS (NUMTA–2016): Proceedings of the 2nd International Conference “Numerical Computations: Theory and Algorithms”. Author(s), 2016. http://dx.doi.org/10.1063/1.4965321.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Linear Multistep Methods' for particular source types:
Journal articles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography