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A note on unconditionally stable linear multistep methods
Authors:Olof B Widlund
Institution:(1) Department of Computer Sciences, University of Uppsala, Sturegatan 4 B, Uppsala, Sweden
Abstract:It has been shown by Dahlquist 3] that the trapezoidal formula has the smallest truncation error among all linear multistep methods with a certain stability property. It is the purpose of this note to show that a slightly different stability requirement permits methods of higher accuracy.The preparation of this paper was sponsored by the Swedish Technical Research Council.
Keywords:Differential equations  multistep methods  stability
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