A multistep algorithm for ODEs

Publication date 20 February 2007

Full work available at URL https://arxiv.org/abs/1103.1227

consistency convergence multi-step method stability Taylor approximations time regions stability

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Abstract: The objective of this paper is to prove the convergence of a linear implicit multi-step numerical method for ordinary differential equations. The algorithm is obtained via Taylor approximations. The convergence is proved following the Dahlquist theory. As an additional topic, the time stability is established too. Comparative tests between some of the most known numerical methods and this method are presented.

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