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Error bounds for multistep methods revisited
Authors:Rolf Jeltsch  Olavi Nevanlinna
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
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.
Keywords:AMS  65L05
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