HIGH-ORDER MULTISTEP METHODS FOR BOUNDARY-VALUE-PROBLEMS

Linear multistep methods (LMMs) are extensively used for the numerical approximation of initial value problems (IVPs) for ODE. However, they are not commonly used to approximate continuous boundary value problems (BVPs), except in connection with the shooting method. Recently, boundary value methods (BVMs) have been considered for the approximation of IVPs. We show that many of these methods can also be conveniently used to approximate with high accuracy continuous BVPs.