Changing stepsize in the integration of differential equations using modified divided differences

Abstract

Multistep methods for solving differential equations based on numerical integration formulas or numerical differentiation formulas (for stiff equations) require special provision for changing the stepsize. New algorithms are given which make the use of modified divided differences an attractive way to carry out the change in stepsize for such methods. Error estimation and some of the important factors in stepsize selection and the selection of integration order are also considered.