Construction of highly stable two-step W-methods for ordinary differential equations

Zdzislaw Jackiewicz, H. Podhaisky, R. Weiner

Research output: Contribution to journalArticle

10 Scopus citations

Abstract

We describe the construction of linearly implicit two-step W-methods of high stage order and desirable stability properties for the numerical solution of stiff differential systems. The presented methods are demonstrated to be A- and L-stable when the stepsize is held constant. They also preserve good stability properties in a variable stepsize environment under quite demanding conditions imposed on the stepsize pattern.

Original languageEnglish (US)
Pages (from-to)389-403
Number of pages15
JournalJournal of Computational and Applied Mathematics
Volume167
Issue number2
DOIs
StatePublished - Jun 1 2004

Keywords

  • A-stability
  • L-stability
  • Stiff differential systems
  • Two-step W-methods

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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