Multistep matrix integrators for real-time simulation

Abstract

An explicit linear multistep matrix-integration technique is presented for vector systems of ODEs which employs the stability region placement approach to permit the time-step to be chosen independently of system eigenvalues. Closed-form solutions for the general p-step method and the case where the system matrix has zero eigenvalues are given. It is shown that system mode shapes are preserved over the integration process, and that the technique remains applicable to systems with eigenvalues at their origin without need for computing a matrix inversion.