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Stability radius of polynomials occurring in the numerical solution of initial value problems
Authors:Roeland P. van der Marel
Affiliation:(1) Department of Mathematics and Computer Science, University of Leiden, Niels Bohrweg 1, 2333 CA Leiden, The Netherlands;(2) Present address: Sterrewacht Leiden, Postbus 9513, 2300 RA Leiden, The Netherlands
Abstract:This paper deals with polynomial approximationsphgr(x) to the exponential function exp(x) related to numerical procedures for solving initial value problems. Motivated by stability requirements, we present a numerical study of the largest diskD(rgr)={z isin C: |z+rgr|lergr} that is contained in the stability regionS(phgr)={z isinC: |phgr(z)|le1}. The radius of this largest disk is denoted byr(phgr), the stability radius. On the basis of our numerical study, several conjectures are made concerningrm,p=sup {r(phgr):phgr epsiPgrm,p}. HerePgrm, p (1leplem; p, m integers) is the class of all polynomialsphgr(x) with real coefficients and degree lem for whichphgr(x)=exp(x)+O(xp+1) (forx rarr 0).
Keywords:65L05  65L20  65M10
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