Higher order implicit multistep methods for matrix differential equations

DOI10.1016/S0898-1221(97)00005-9MaRDI QIDQ679261zbMATH OpenOpenAlexFDO

Authors José Luis Morera, Gregorio Rubio, L. Jódar

Publication date 20 October 1997

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0898-1221(97)00005-9

convergence first order matrix differential equations linear multistep methods 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) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

This paper deals with the numerical solution of initial value problems for first order matrix differential equations by means of linear multistep methods. Assuming that the matrix differential equation is given by \(Y'(t)= f(t,Y(t))\), where \(Y\) and \(f\) are complex \(p \times q\) matrices with some smoothness assumptions, and denoting by \(Y_j\) the approximation to \(Y(t_j)\), the \(k\) step linear multistep methods under consideration have the form \(\sum^k_{j=0} (A_jY_{n+j} -hB_jY_{n+j}'-h^2C_jY_{n+j} =0\) where \(A_j\), \(B_j\), \(C_j\) are constant complex \(p\times p\) matrices that define the method, \(h\) the constant stepsize and \(Y_k'= f(t_k,Y_k)\), \(Y_k =(f_t+ f_Yf) (t_k,Y_k)\). In this setting, the authors establish a theory of stability and convergence for the above methods which is similar to the well-known theory of Dahlquist for scalar linear multistep methods given by \textit{P. Henrici} [Discrete variable methods in ordinary differential equations (1962; Zbl 0112.34901)].

Recommendations

Cites work

Cited in

(4)

This page was built for publication: Higher order implicit multistep methods for matrix differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q679261)