Boundary value methods and BV-stability in the solution of initial value problems (Q686556): Difference between revisions

Boundary value (BV) techniques based on a three-term numerical method for solving initial value problems are considered. The notions of BV- stability and BV-relative stability are introduced. In particular the BV- stability of boundary value methods based on the mid-point rule, on the Simpson method and on an Adams-type method is investigated. The problem of approximating the solution at the final point is approached and an error estimate at this point is given. The possibility to use efficiently the same method for stable and stiff problems is discussed.