Solving the Order Reduction Phenomenon in Variable Step Size Quasi-Consistent Nordsieck Methods

Computational Mathematics and Mathematical Physics, 52(11) (2012), 1547-1564
http://dx.doi.org/10.1134/S0965542512110085

The phenomenon is studied of reducing the order of convergence by one in some classes of variable step size Nordsieck formulas as applied to the solution of the initial value problem for a first order ordinary differential equation. This phenomenon is caused by the fact that the convergence of fixed step size Nordsieck methods requires weaker quasi-consistency than classical Runge–Kutta formulas, which require consistency up to a certain order. In other words, quasi-consistent Nordsieck methods on fixed step size meshes have a higher order of convergence than on variable step size ones. This fact creates certain difficulties in the automatic error control of these methods. It is shown how quasi-consistent methods can be modified so that the high order of convergence is preserved on variable step size meshes. The regular techniques proposed can be applied to any quasi-consistent Nordsieck methods. Specifically, it is shown how this technique performs for Nordsieck methods based on the multistep Adams–Moulton formulas, which are the most popular quasi-consistent methods. The theoretical conclusions of this paper are confirmed by the numerical results obtained for a test problem with a known solution.