Multistep Methods Using Higher Derivatives and Damping at Infinity*

نویسنده

  • Rolf Jeltsch
چکیده

Linear multistep methods using higher derivatives are discussed. The order of damping at infinity which measures the stability behavior of a fc-step method for large h is introduced. ,4-stable methods with positive damping order are most suitable for stiff problems. A method for computing the damping order is given. Necessary and sufficient conditions for A -stability, A (a) -stability and stiff stability are presented. A new .4-stable two-step method of order 4 with damping order 1 is found and numerical results are given.

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تاریخ انتشار 2010