On the zero-stability of variable stepsize multistep methods: The spectral radius approach (Q5943706)
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scientific article; zbMATH DE number 1652589
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English | On the zero-stability of variable stepsize multistep methods: The spectral radius approach |
scientific article; zbMATH DE number 1652589 |
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On the zero-stability of variable stepsize multistep methods: The spectral radius approach (English)
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1 September 2002
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The present paper deals with the asymptotic behaviour of the solution of linear difference equations with variable coefficients. A new approach is presented based on the theory of the spectral radius of a family of matrices and the use of an appropriate so-called extremal norm. The stability analysis of variable stepsize linear multistep methods provides an interesting class of applications. Here, the well known zero-stability condition is equivalent to analyze the asymptotic behaviour of the associated homogeneous linear difference equation. The authors analyze in detail the stability properties of the third-order variable stepsize linear backward differentiation formula method. It is shown that the ratio between two consecutive stepsizes may exceed 1.50145. This improves the best known result of 1.476 slighty. But the methods of proof seem to be applicable for a wider class of multistep methods and, thus, of interest for numerical analysts.
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linear difference equations
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stability
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variable stepsize linear multistep methods
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asymptotic behaviour
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backward differentiation formula method
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