On the instability of high order backward-difference multistep methods |
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Authors: | Colin W. Cryer |
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Affiliation: | 1. Computer Sciences Department, University of Wisconsin, 1210 West Dayton Street, 53706, Madison, Wisconsin, U.S.A.
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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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