Error bounds for multistep methods revisited |
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Authors: | Rolf Jeltsch Olavi Nevanlinna |
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Institution: | (1) Institut für Geometrie und Praktische Mathematik, Rhein-Westf. Technische Hochschule, Aachen, Templergraben 55, D-5100 Aachen, BRD;(2) Institute of Mathematics, Helsinki University of Technology, SF-02150 Espoo 15, Finland |
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Abstract: | For linear multistep methods with constant stepsize we consider error bounds in terms of weightedL
2-norms ofh
px(p) rather than ofh
px(p+1). The bounds apply to stiff systemsx'=Ax+f(t,x) where the spectrum ofA lies in a sector andf is of moderate size. |
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Keywords: | AMS 65L05 |
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