A stability result for general linear methods with characteristic function having real poles only (Q1272887)

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A stability result for general linear methods with characteristic function having real poles only
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    A stability result for general linear methods with characteristic function having real poles only (English)
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    7 March 1999
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    The Daniel-Moore conjecture, which is actually a proved theorem, states that the order of an \(A\)-stable, \(s\)-stage, \(k\)-step method is bounded by \(p\leq 2s\). In the case of \(A\)-stable, \(s\)-stage one-step methods with a stability function having only real poles, it is known that the maximal order is \(p\leq s+1\). Therefore, it was generally believed that the order bound \(p\leq s+1\) also holds for general \(A\)-stable multivalue methods with only real poles. The present paper shows that this is not true. The authors present a general linear method (derived from the class of ``modified extended BDF'', for which the stability function has only real poles) with \(k=5\) steps, \(s=4\) stages, which is \(A\)-stable and of order \(p=6\).
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    general linear methods
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    \(A\)-stability
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    order bounds
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    BDF formulas
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    Daniel-Moore conjecture
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    multivalue methods
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