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On accuracy and unconditional stability of linear multistep methods for second order differential equations
Authors:Germund Dahlquist
Affiliation:(1) Department of Numerical Analysis, Royal Institute of Technology, S-10044 Stockholm, Sweden
Abstract:Linear multistep methods for solution of the equationyPrime=f(t, y) are studied by means of the test equationyPrime=–ohgr2y, with ohgr real. It is shown that the order of accuracy cannot exceed 2 for an unconditionally stable method.This work was supported by the NASA-Ames Research Center, Moffett Field, California, under Interchange No. NCA2-OR745-712, while the author was a visitor at the Computer Science Department, Stanford University, Stanford, California.
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