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Stability of linear multistep methods on the imaginary axis
Authors:K. Dekker
Affiliation:(1) Department of Computer Science, University of Auckland, Auckland, New Zealand
Abstract:The stability of linear multistep methods of order higher than one is investigated for hyperbolic equations. By means of the Routh array and the Hermite-Biehler theorem, the stability boundary on the imaginary axis is expressed in terms of the error constant of the third order term. As a corollary we state the result that the stability boundary for methods of order higher than two, is at most radic3, and this value is attained by the Milne-Simpson method.This work was done during the author's stay at the Mathematical Centre Amsterdam, and the University of Technology, Eindhoven.
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