On the zero-stability of variable stepsize multistep methods: the spectralradius approach

Citation
N. Guglielmi et M. Zennaro, On the zero-stability of variable stepsize multistep methods: the spectralradius approach, NUMER MATH, 88(3), 2001, pp. 445-458
Citations number
16
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
88
Issue
3
Year of publication
2001
Pages
445 - 458
Database
ISI
SICI code
0029-599X(200105)88:3<445:OTZOVS>2.0.ZU;2-O
Abstract
In this paper we illustrate a novel approach for studying the asymptotic be haviour of the solutions of linear difference equations with variable coeff icients. In particular, we deal with the zero-stability of the 3-step BDF-m ethod on grids with variable stepsize for the numerical solution of IVPs fo r ODEs. Our approach is based on the theory of the spectral radios of a fam ily of matrices and yields almost optimal results, which give a slight impr ovement to the best results already known from the literature. The success got on the chosen example suggests that our approach has a good potential f or more general and harder stability analyses of numerical methods.