Abstract
Daniel and Moore [4] conjectured that anA-stable multistep method using higher derivatives cannot have an error order exceeding 2l. We confirm partly this conjecture by showing that for a large class ofA-stable methods the error order can not be 2l+1 mod 4. This extends results found in Jeltsch [13].
Similar content being viewed by others
References
R. L. Brown,Multi-derivative numerical methods for the solution of stiff ordinary differential equations, Department of Computer Science, University of Illinois, Report UIUCDCS-R-74-672, 1974.
H. Brunner,A class of A-stable two-step methods based on Schur polynomials, BIT 12 (1972), 468–474.
G. Dahlquist,A special stability problem for linear multistep methods, BIT 3 (1963), 27–43.
J. W. Daniel, R. E. Moore,Computation and theory in ordinary differential equations, San Francisco, Freeman and Co., 1970.
Ph. J. Davis,Interpolation and approximation, New York, Blaisdell Publ. Co., 1965.
B. L. Ehle,High order A-stable methods for the numerical solution of systems of D.E.'s, BIT 8 (1968), 276–278.
B. L. Ehle,On Padé approximations to the exponential function and A-stable methods for the numerical solution of initial value problems, Dept. of A.A.C.S., University of Waterloo, Research Report CSRR 2010, 1969.
B. L. Ehle,Some results on exponential approximation and stiff equations, SIAM J. Numer. Anal., to appear.
B. L. Ehle, Z. Picel,Two-parameter, arbitrary order, exponential approximations for stiff equations, Math. Comp. 29 (1975), 501–511.
Y. Genin,An algebraic approach to A-stable linear multistep-multiderivative integration formulas, BIT 14 (1974), 382–406.
E. Griepentrog, Mehrschrittverfahren zur numerischen Integration von gewöhnlichen Differentialgleichungssystemen und asymptotische Exaktheit, Wiss. Z. Humboldt — Univ. Berlin Math.-Natur. Reihe 19 (1970), 637–653.
P. Henrici,Discrete variable methods in ordinary differential equations, Wiley, New York, 1962.
R. Jeltsch,A necessary condition for A-stability of multistep multiderivative methods, submitted to Math. Comp.
R. Jeltsch,Multistep methods using higher derivatives and damping at infinity, submitted to Math. Comp.
W. Liniger,A criterion for A-stability of linear multistep integration formulae, Computing 3 (1968), 280–285.
W. Liniger, F. Odeh,A-stable, accurate averaging of multistep methods for stiff differential equations, IBM, Journal of Research and Development, Vol. 16, (1972), 335–348.
M. Reimer, Zur Theorie der linearen Differenzenformeln, Math. Zeitschr. 95, (1967), 373–402.
M. Reimer,Finite difference forms containing derivatives of higher order, SIAM J. Numer. Anal., vol. 5, (1968), 725–738.
M. Reimer,Classes of semidefinite Peano-kernels, Math. Zeitschr. 108, (1969), 105–120.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Jeltsch, R. Note onA-stability of multistep multiderivative methods. BIT 16, 74–78 (1976). https://doi.org/10.1007/BF01940779
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01940779