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The stability properties ofq-step backward difference schemes

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Abstract

We present a new proof that aq-step backward difference scheme for the approximate solution of a first order ordinary differential equation is stable in the sense of Dahlquist iff 1≦q≦6.

The only other proof known to the authors was given by Cryer in a condensed version with most proofs omitted of a much larger technical report.

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References

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Authors and Affiliations

  1. School of Mathematics, Trinity College, Dublin 2, Ireland

    David M. Creedon & John J. H. Miller

Authors
  1. David M. Creedon
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  2. John J. H. Miller
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Creedon, D.M., Miller, J.J.H. The stability properties ofq-step backward difference schemes. BIT 15, 244–249 (1975). https://doi.org/10.1007/BF01933656

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  • DOI: https://doi.org/10.1007/BF01933656

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