Scientific article
English

Unconditionally stable methods for second order differential equations

ContributorsHairer, Ernst
Published inNumerische Mathematik, vol. 32, no. 4, p. 373-379
Publication date1979
Abstract

We use the concept of order stars (see [1]) to prove and generalize a recent result of Dahlquist [2] on unconditionally stable linear multistep methods for second order differential equations. Furthermore a result of Lambert-Watson [3] is generalized to the multistage case. Finally we present unconditionally stable Nyström methods of order 2s (s=1,2,...) and an unconditionally stable modification of Numerov's method. The starting point of this paper was a discussion with G. Wanner and S.P. Nørsett. The author is very grateful to them.

Citation (ISO format)
HAIRER, Ernst. Unconditionally stable methods for second order differential equations. In: Numerische Mathematik, 1979, vol. 32, n° 4, p. 373–379. doi: 10.1007/BF01401041
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ISSN of the journal0029-599X
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