Asymptotic expansions of the global error of fixed-stepsize methods

SummaryIn his fundamental paper on general fixed-stepsize methods, Skeel [6] studied convergence properties, but left the existence of asymptotic expansions as an open problem. In this paper we give a complete answer to this question. For the special cases of one-step and linear multistep methods our proof is shorter than the published ones.Asymptotic expansions are the theoretical base for extrapolation methods.