A normal form for multistep companion matrices

Citation
A. Eder et G. Kirlinger, A normal form for multistep companion matrices, MATH MOD M, 11(1), 2001, pp. 57-70
Citations number
15
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
ISSN journal
02182025 → ACNP
Volume
11
Issue
1
Year of publication
2001
Pages
57 - 70
Database
ISI
SICI code
0218-2025(200102)11:1<57:ANFFMC>2.0.ZU;2-I
Abstract
Linear multistep methods, in particular Backward Differentiation Formulas ( BDF), are widely used for the numerical integration of differential equatio ns and in particular for stiff systems. Although the classical convergence theory for linear multistep methods is quite well-developed, there is no co mprehensive stiff convergence theory. Special classes of stiff problems hav e been covered so far, see e.g. Hairer, Wanner(11) for the analysis of stif f linear systems or Lubich(13) for the analysis of problems in standard sin gular perturbation form. We present a theoretical approach for the analysis of stiff linear systems which will be extended to nonlinear problems in fo rthcoming papers.