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Article
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SIAM Journal on Numerical Analysis
Article . 1983 . Peer-reviewed
Data sources: Crossref
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Stability of Two-Step Methods for Variable Integration Steps

Stability of two-step methods for variable integration steps
Authors: Dahlquist, Germund G.; Liniger, Werner; Nevanlinna, Olavi;

Stability of Two-Step Methods for Variable Integration Steps

Abstract

Two of the most commonly used methods, the trapezoidal rule and the two-step backward differentiation method, both have drawbacks when applied to difficult stiff problems. The trapezoidal rule does not sufficiently damp the stiff components and the backward differentiation method is unstable for certain stable variable-coefficient problems with variable-steps. In this paper we show that there exists a one-parameter family of two-step, second-order one-leg methods which are stable for any dissipative nonlinear system and for any test problem of the form $\dot x = \lambda (t)x$, $\operatorname{Re} \lambda (t) \leq 0$, using arbitrary step sequences.

Keywords

trapezoidal rule, two-step backward differentiation method, variable steps, dissipative nonlinear system, second-order one-leg methods, A-stability, Numerical methods for initial value problems involving ordinary differential equations, Stability and convergence of numerical methods for ordinary differential equations, stiff problems

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
49
Top 10%
Top 10%
Top 10%
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