Multistep Methods with Variable Matrix Coefficients

DOI10.1137/0709060zbMath0246.65024OpenAlexW2039880089MaRDI QIDQ5659041

J. D. Lambert, Sven Th. Sigurdsson

Publication date: 1972

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0709060

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (15)

Implementing Second-Derivative Multistep Methods Using the Nordsieck Polynomial Representation ⋮ On the concepts of convergence, consistency, and stability in connection with some numerical methods ⋮ Backward error analysis for conjugate symplectic methods ⋮ Exponential multistep methods of Adams-type ⋮ An explicit two-step method for solving stiff systems of ordinary differential equations ⋮ Analysis of a Chebyshev-based backward differentiation formulae and relation with Runge–Kutta collocation methods ⋮ Cost-reduction implicit exponential Runge-Kutta methods for highly oscillatory systems ⋮ A differential-equations algorithm for nonlinear equations ⋮ C-polynomials for rational approximation to the exponential function ⋮ On generalized linear multistep methods with zero-parasitic roots and an adaptive principal root ⋮ Stiff ODE solvers: A review of current and coming attractions ⋮ Convergence of rational multistep methods of Adams-Padé type ⋮ On improving the absolute stability of local extrapolation ⋮ An automatic multistep method for solving stiff initial value problems ⋮ A quadratically convergent method for linear programming

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