Multiderivative multistep method (source code)

= Multiderivative multistep method

A multiderivative multistep method uses higher time derivatives as well as values and first derivatives from several time levels. For an autonomous <ordinary differential equation> $y'=f(y)$, the second time derivative is $y''=f'(y)f(y)$ by the <chain rule>. Its <local truncation error> must include the higher-derivative terms. Consequently the usual second-order barrier for <A-stable> <linear multistep methods>, which only use first derivatives, does not apply.