Linear multistep methods for stable differential equations

Author:
Eckart Gekeler

Journal:
Math. Comp. **39** (1982), 481-490

MSC:
Primary 65L05

DOI:
https://doi.org/10.1090/S0025-5718-1982-0669641-8

MathSciNet review:
669641

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Abstract: The approximation of by linear multistep methods is studied. It is supposed that the matrix *A* is real symmetric and negative semidefinite, that the multistep method has an interval of absolute stability , and that where *h* is the time step. A priori error bounds are derived which show that the exponential multiplication factor is of the form , .

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DOI:
https://doi.org/10.1090/S0025-5718-1982-0669641-8

Article copyright:
© Copyright 1982
American Mathematical Society