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On the instability of high order backward-difference multistep methods |
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| Authors: | Colin W Cryer |
| Institution: | 1. Computer Sciences Department, University of Wisconsin, 1210 West Dayton Street, 53706, Madison, Wisconsin, U.S.A. |
| Abstract: | It is shown that the backward difference multistep method $$\mathop \Sigma \limits_{m = 1}^q \frac{1}{m}\nabla ^m y_p = hf_p$$ for the numerical integration ofy′(x)=f(x, y) is stable in the sense of Dahlquist iff 1≦q≦6. |
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