Stability of one-step and linear multistep methods - a matrix technique approach

We investigate the stability of one-step and linear multistep methods from a new direction. Our aim is to modify the long and technical proof which is consequently omitted in almost every textbook and make it user-friendly. In the literature the techniques of numerical solution of initial value prob...

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Bibliographic Details
Main Author: Miklós Emil Mincsovics
Format: Article
Language:English
Published: University of Szeged 2016-08-01
Series:Electronic Journal of Qualitative Theory of Differential Equations
Subjects:
Online Access:http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1&paramtipus_ertek=publication&param_ertek=4246
Description
Summary:We investigate the stability of one-step and linear multistep methods from a new direction. Our aim is to modify the long and technical proof which is consequently omitted in almost every textbook and make it user-friendly. In the literature the techniques of numerical solution of initial value problems and boundary value problems seem to have almost nothing in common which is quite surprising. Our new approach uses matrix techniques opposed to the usual recursion approach, thus applying the techniques of boundary value problems to initial value problems. Even though the proof remains long, it is easier to follow and connects two seemingly separated areas, consequently this approach might have educational profit.
ISSN:1417-3875