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An appropriate mesh selection strategy is one of the fundamental tools in designing robust codes for differential problems, especially if the codes are required to work for difficult multi scale problems. Most of the existing codes base the mesh selection on an estimate of the error (or the residual). Our strategy, based on the estimation of two parameters characterising the conditioning of the continuous problem, as well as on an estimate of the error, not only permits us to obtain a well adapted mesh, thus reducing the cost of the code, but also provides a measure of the conditioning of both continuous and discrete problems.

Summary It is known that the matrices defining the discrete problem generated by a k-step Boundary Value Method (BVM) have a quasi-Toeplitz band structure [7]. In particular, when the boundary conditions are skipped, they become Toeplitz matrices. In this paper, by introducing a characterization of positive definiteness for such matrices, we shall prove that the Toeplitz matrices which arise when using the methods in the classes of BVMs known as Generalized BDF and Top Order Methods have such property.

In this paper we consider the spectrum and quasi-eigenvalues of a family of banded Toeplitz matrices and define their extensions to the generalized eigenvalue problem. A diagonal similarity transformation on such matrices that allows a suitable modification of the region containing the quasi-eigenvalues is reported. Two kind of applications have been analyzed: the computation of the eigenvalues and the asymptotic spectra of Toeplitz matrices and the solution of block banded quasi-Toeplitz linear systems that arise after the discretization of an ODE using a boundary value method.

Sommario: In questa nota descriviamo una classe di possibili generalizzazioni del metodo della secaute per la soluzione di equazioni e di sistemi di equazioni, cui, per ragioni che risulteranno evidenti nel paragrafo 1.1., abbiamo dato il nome di metodo dei momenti.Vienes discusso l'ordine di convergenza e presentati alcuni esempi. Nel paragrafo 1.3., limitaitamente al caso della secante, viene dato un nuovo criterio per la scelta del punto da scartare dopo ogni iterazione, il quale offre notevoli vantaggi.

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants; among them the Hamiltonian function itself. For example, it is well known that classical symplectic methods can only exactly preserve, at most, quadratic Hamiltonians. In this paper, we report the theoretical foundations which have led to the definition of the new family of methods, called Hamiltonian Boundary Value Methods ( HBVMs ). HBVMs are able to exactly preserve, in the discrete solution, Hamiltonian functions of polynomial type of arbitrarily high degree. These methods turn out to be symmetric and can have arbitrarily high order. A few numerical tests confirm the theoretical results. [ABSTRACT FROM AUTHOR]

One main issue, when numerically integrating autonomous Hamiltonian systems, is the long-term conservation of some of its invariants; among them the Hamiltonian function itself. For example, it is well known that classical symplectic methods can only exactly preserve, at most, quadratic Hamiltonians. In this paper, we report the theoretical foundations which have led to the definition of the new family of methods, called Hamiltonian Boundary Value Methods ( HBVMs ). HBVMs are able to exactly preserve, in the discrete solution, Hamiltonian functions of polynomial type of arbitrarily high degree. These methods turn out to be symmetric and can have arbitrarily high order. A few numerical tests confirm the theoretical results. [ABSTRACT FROM AUTHOR]

Abstract: We introduce a family of fourth-order two-step methods that preserve the energy function of canonical polynomial Hamiltonian systems. As is the case with linear mutistep and one-leg methods, a prerogative of the new formulae is that the associated nonlinear systems to be solved at each step of the integration procedure have the very same dimension of the underlying continuous problem. The key tools in the new methods are the line integral associated with a conservative vector field (such as the one defined by a Hamiltonian dynamical system) and its discretization obtained by the aid of a quadrature formula. Energy conservation is equivalent to the requirement that the quadrature is exact, which turns out to be always the case in the event that the Hamiltonian function is a polynomial and the degree of precision of the quadrature formula is high enough. The non-polynomial case is also discussed and a number of test problems are finally presented in order to compare the behavior of the new methods to the theoretical results. [Copyright &y& Elsevier]