Km. Singh et Ms. Kalra, 3 AND 4 STEP LEAST-SQUARES FINITE-ELEMENT SCHEMES IN THE TIME-DOMAIN, Communications in numerical methods in engineering, 12(7), 1996, pp. 425-431
The paper presents a formulation and analysis of three and four step l
east squares algorithms for first order IVPs. The three step algorithm
is derived using cubic Lagrangian interpolation, and is found to be t
hird order accurate but only conditionally stable. Fourth order Lagran
gian interpolation is used to obtain a four step least squares scheme
which is A(0)-stable but inconsistent.