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计算数学 1991
Fibonacci Sequence fOR Ordinary Differential Equation Extrapolation Methods
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Abstract:
In a survey on ordinary differential equation extrapolation methods, Deuflhard indicatedthat "the Toeplitz condition is no longer needed". Numerical stability is however an inevitableproblem, so long as the extrapolation is performed on a computer with finite digits. To ensure thenumerical stability, the Toeplitz condition should not be neglected. Especially, the harmonicsequence used by Deuflhard in the extrapolation procedure does not hold the Toeplitz condi-tion. From the point of view of numerical stability, it is not desirable. Use of Fibonacci se-quence in the ordinary differential equation extrapolation methods is suggested. The sequencehas an outstanding advantage in numerical stability as compared with other sequences.