Stability of Numerical Methods for Ordinary Differential Equations

被引:0
|
作者
J.C. Butcher
A.D. Heard
机构
[1] The University of Auckland,Department of Mathematics
来源
Numerical Algorithms | 2002年 / 31卷
关键词
multivalue methods; BDF methods; variable stepsize; (0)-stability; (α)-stability; -stability;
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摘要
Variable stepsize stability results are found for three representative multivalue methods. For the second order BDF method, a best possible result is found for a maximum stepsize ratio that will still guarantee A(0)-stability behaviour. It is found that under this same restriction, A(α)-stability holds for α≈70°. For a new two stage two value first order method, which is L-stable for constant stepsize, A(0)-stability is maintained for stepsize ratios as high as aproximately 2.94. For the third order BDF method, a best possible result of (1/2)(1+\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\sqrt {\text{5}}$$ \end{document}) is found for a ratio bound that will still guarantee zero-stability.
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页码:59 / 73
页数:14
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