Convergence of linear multistep methods with multiple roots

DOI10.1016/0377-0427(86)90079-8MaRDI QIDQ1069276zbMATH OpenOpenAlexFDO

Authors Man M. Chawla, S. McKee

Publication date 1986

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(86)90079-8

zbMATH Keywords

convergent linear multistep methodglobal convergence ratelocal consistence errormultiple roots

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

It is generally believed that the first associated polynomial \(\rho\) (\(\xi)\) of a convergent linear multistep method cannot have multiple roots on the unit circle. This is true generally, but the authors indicate that there does exist a class of linear multistep methods which are convergent but have multiple roots on the unit circle. However, their global convergence rate is \(h^{p-q+1}\) if there are q roots of modulus one, which is less than their local consistence error \(h^ p\). Furthermore, they are absolutely unstable, although relatively stable.

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Cites work

• Convergence and stability in the numerical integration of ordinary differential equations
• Discretization Methods and Block Isoclinal Matrices
• scientific article; zbMATH DE number 3006524 (Why is no real title available?)
• scientific article; zbMATH DE number 3182507 (Why is no real title available?)
• Numerical methods for Volterra integral equations of the first kind
• Two sided error bounds for discretisation methods in ordinary differential equations

Cited in

(2)

• Convergence of LMM when the solution is not smooth
• Full linear multistep methods as root-finders

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