On monotonicity and boundedness properties of linear multistep methods

Hundsdorfer, Willem; Ruuth, Steven

doi:10.1090/S0025-5718-05-01794-1

On monotonicity and boundedness properties of linear multistep methods
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by Willem Hundsdorfer and Steven J. Ruuth;

Math. Comp. 75 (2006), 655-672

DOI: https://doi.org/10.1090/S0025-5718-05-01794-1

Published electronically: November 17, 2005

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Abstract:

In this paper an analysis is provided of nonlinear monotonicity and boundedness properties for linear multistep methods. Instead of strict monotonicity for arbitrary starting values we shall focus on generalized monotonicity or boundedness with Runge-Kutta starting procedures. This allows many multistep methods of practical interest to be included in the theory. In a related manner, we also consider contractivity and stability in arbitrary norms.

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