
doi: 10.1137/0720076
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.
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
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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