Precisely a ( Α ) - Stable One - Leg Multistep Methods ∗

نویسنده

  • P. VAN HENTENRYCK
چکیده

One-Leg Multistep (OLM) methods for initial value problems in ODEs use a nonlinear multistep formula to compute the solution at the next integration point. This paper shows that there exists an evaluation point t∗ which gives an OLM formula more precise than BDF’s and (almost) precisely A(α)-stable for a k-step method (k ≤ 6), and whose stability angle is essentially similar to BDF’s. The stability region can be further improved by applying the corrector idea of Klopfenstein. AMS subject classification (2000): 65L05, 65L06, 65L20, 65Y99.

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تاریخ انتشار 2003