Linear multistep methods and global Richardson extrapolation
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In this work, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary differential equations numerically. The advantage of the LMM-RE approach is that the combined method possesses higher order and favorable linear stability properties in terms of A- or A(α)-stability, and existing LMM codes can be used without any modification.
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