Linear and non-linear stability for general linear methods

MaRDI QIDQ1091771zbMATH OpenFDO

Authors J. C. Butcher

Publication date 1987

Published in BIT (Search for Journal in Brave)

zbMATH Keywords

A-stabilityalgebraic stabilityAN-stabilitycomparison of stability conceptslinear methodsone-leg methodsRunge-Kutta methodsstrong AN- stability

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

Stability in a numerical method prevents the growth of the approximate solution of a differential equation for which the solution is bounded. A variety of concepts of stability have been developed. For one-leg methods, two extremes, namely A-stability and algebraic stability together with a spectrum between these extremes are equivalent. For Runge-Kutta methods, A-stability is distinguished from the others. In this paper it is shown that general linear methods distinguish more of these concepts. In particular, A-stability is weaker than weak AN- stability which is weaker than strong AN-stability, while Euclidean AN- stability is equivalent to algebraic stability for such methods. Sufficient conditions for the equivalence of strong AN-stability to algebraic stability are promised in a later paper.

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