Stability of linear multistep methods on the imaginary axis |
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Authors: | K. Dekker |
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Affiliation: | (1) Department of Computer Science, University of Auckland, Auckland, New Zealand |
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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 3, 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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