Linear multistep methods as irreducible general linear methods (Q2492730)

This paper is concerned with the topic of stability for linear multistep methods (LMM's) in relation with associated general linear methods (GLM's). The authors show how to write an LMM as a GLM and prove that if an LMM is irreducible then the corresponding GLM also is, improving in this way a procedure given by \textit{K. Burrage} and \textit{J. C. Butcher} [BIT 20, 185--203 (1980; Zbl 0431.65051)]. Moreover, they prove that an irreducible LMM is \(A\)-stable if and only if it is algebraically stable. Using this fact they present a new approach to the problem of obtaining error bounds for \(A\)-stable LMM of order \(p\in \{1,2\}\) which approximates the ordinary differential equation problem \(\frac{du}{dt}=f(u,t),\) \(t>0,\) \(u(0)=u_{0}\in H_{0},\) where \(f:H_{0}\times \mathbb{R}\rightarrow H_{0}\) satisfies the monotone condition \(\text{Re}\langle f(u)-f(v),u-v\rangle \leq 0\) for \(u,v\in H_{0}\subseteq H,\) \(H\) a Hilbert space. In the last part of the paper under review, the authors study one-leg methods (OLM). It is proved that an OLM may be written as a GLM whose matrix is precisely the transpose of the GLM-matrix for the corresponding ``twin'' LMM. Finally, for \(A\)-stable methods they find that the LMM \(G\)-matrices are the inverse of the OLM \(G\)-matrices. The paper finishes with several examples which illustrate the different aspects of the developed theory in previous sections. One of them is a \(G\)-symplectic LMM.