Algorithm 901: LMEF - A Program for the Construction of Linear Multistep Methods with Exponential Fitting for the Numerical Solution of Ordinary Differential Equations

摘要

LMEF is a program written in MATLAB, to calculate the coefficients of a linear multi-step method (explicit, implicit or backward differentiation formulas) with algebraic and/or exponential fitting, for the numerical solution of first order ordinary differential equations. Moreover, LMEF calculates the local truncation error and in the case of exponential fitting, the Taylor expansions of the coefficients that are necessary for the implementation of the method.