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Unconditionally stable methods for second order differential equations

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Abstract

We use the concept of order stars (see [1]) to prove and generalize a recent result of Dahlquist [2] on unconditionally stable linear multistep methods for second order differential equations. Furthermore a result of Lambert-Watson [3] is generalized to the multistage case. Finally we present unconditionally stable Nyström methods of order 2s (s=1,2, ...) and an unconditionally stable modification of Numerov's method. The starting point of this paper was a discussion with G. Wanner and S.P. Nørsett. The author is very grateful to them.

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References

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Hairer, E. Unconditionally stable methods for second order differential equations. Numer. Math. 32, 373–379 (1979). https://doi.org/10.1007/BF01401041

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  • DOI: https://doi.org/10.1007/BF01401041

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