Overimplicit multistep methods
Applications of Mathematics, Tome 18 (1973) no. 6, pp. 399-421
Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

The paper is concerned with the numerical solution of ordinary differential equations by a new class of methods called overimplicit multistep methods. The effort is devoted to the study of the convergence and $A$-stability of the introduced methods. $A$-stable formulae of arbitrarily high orders are shown to exist in this new class. This implies the efficiency of using these methods for stiff problems.
The paper is concerned with the numerical solution of ordinary differential equations by a new class of methods called overimplicit multistep methods. The effort is devoted to the study of the convergence and $A$-stability of the introduced methods. $A$-stable formulae of arbitrarily high orders are shown to exist in this new class. This implies the efficiency of using these methods for stiff problems.
DOI : 10.21136/AM.1973.103497
Classification : 65J99, 65L05
@article{10_21136_AM_1973_103497,
     author = {Pr\'ager, Milan and Taufer, Ji\v{r}{\'\i} and Vit\'asek, Emil},
     title = {Overimplicit multistep methods},
     journal = {Applications of Mathematics},
     pages = {399--421},
     year = {1973},
     volume = {18},
     number = {6},
     doi = {10.21136/AM.1973.103497},
     mrnumber = {0366041},
     zbl = {0298.65052},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1973.103497/}
}
TY  - JOUR
AU  - Práger, Milan
AU  - Taufer, Jiří
AU  - Vitásek, Emil
TI  - Overimplicit multistep methods
JO  - Applications of Mathematics
PY  - 1973
SP  - 399
EP  - 421
VL  - 18
IS  - 6
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1973.103497/
DO  - 10.21136/AM.1973.103497
LA  - en
ID  - 10_21136_AM_1973_103497
ER  - 
%0 Journal Article
%A Práger, Milan
%A Taufer, Jiří
%A Vitásek, Emil
%T Overimplicit multistep methods
%J Applications of Mathematics
%D 1973
%P 399-421
%V 18
%N 6
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1973.103497/
%R 10.21136/AM.1973.103497
%G en
%F 10_21136_AM_1973_103497
Práger, Milan; Taufer, Jiří; Vitásek, Emil. Overimplicit multistep methods. Applications of Mathematics, Tome 18 (1973) no. 6, pp. 399-421. doi: 10.21136/AM.1973.103497

[1] I. Babuška M. Práger, E. Vitásek: Numerical processes in differential equations. Interscience publishers, London, New York, Sydney (1966). | MR

[2] G. Birkhoff, R. S. Varga: Discretization errors for well-set Cauchy problems I. J. Math, and Phys. 44 (1965), 1-23. | DOI | MR | Zbl

[3] G. Dahlquist: A special stability problem for linear multistep methods. BIT 3 (1963), 27-43. | DOI | MR | Zbl

[4] F. R. Gantmacher (Ф. Р. Гантмахер): Теория матриц. Наука, Москва (1966). | Zbl

[5] P. Henrici: Discrete variable methods in ordinary differential equations. J. Wiley & Sons, Inc., New York, London (1962). | MR | Zbl

[6] J. Taufer (И. Тауфер): Об одном обобщенном многошаговом методе, сб. Применение функциональных методов к краевым задачам математической физики. Новосибирск (1972). | Zbl

[7] R. S. Varga: Matrix iterative analysis. Prentice-Hall, Inc., Englewood Cliffs, New Jersey (1962). | MR

[8] E. Vitásek (E. Витасек): Строго неявные методы для решения дифференциальных уравнений. сб. Применение функциональных методов к краевым задачам математической физики, Новосибирск (1972).

Cité par Sources :