On accuracy and unconditional stability of linear multistep methods for second order differential equations |
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Authors: | Germund Dahlquist |
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Affiliation: | (1) Department of Numerical Analysis, Royal Institute of Technology, S-10044 Stockholm, Sweden |
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Abstract: | Linear multistep methods for solution of the equationy=f(t, y) are studied by means of the test equationy=–2y, with 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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