Dahlquist's first barrier for multistage multistep formulas |
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Authors: | Rolf Jeltsch Olavi Nevanlinna |
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Institution: | (1) Institut für Geometrie and Praktische Mathematik, RWTH Aachen, D-5100 Aachen, Fed. Rep. Germany;(2) Institute of Mathematics, Helsinki University of Technology, SF-02150 Espoo 15, Finland |
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Abstract: | Dahlquist's proof of his barrier for the order of stable linear multistep methods is combined with Reimer's proof of the corresponding barrier for multistep multiderivative methods. This leads to a shortening of Reimer's original proof and gives lower bounds for the error constant. These bounds are then studied for high error order and are used to model the optimal order and stepsize selection in an idealized integration code.
Dedicated to Professor Germund Dahlquist on the occasion of his sixtieth birthday. |
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