Contractivity preserving explicit linear multistep methods (Q1105991): Difference between revisions

We investigate contractivity properties of explicit linear multistep methods in the numerical solution of systems of ordinary differential equations. The emphasis is on the general test-equation \(d/dtU(t)=AU(t)\), where A is a square matrix of arbitrary order \(s\geq 1\). The contractivity is analysed with respect to arbitrary norms in the s-dimensional space (which are not necessarily generated by an inner product). For given order and step number we construct optimal multistep methods allowing the use of a maximal stepsize.