ISSN:
1572-9125
Keywords:
34A50
;
65L05
;
65L20
;
Ordinary Differential Equations
;
Initial Value Problems
;
Numerical Methods
;
Stability
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract The stability properties of three particular boundary value methods (BVMs) for the solution of initial value problems are considered. Our attention is focused on the BVMs based on the midpoint rule, on the Simpson method and on an Adams method of order 3. We investigate their BV-stability regions by considering the scalar test problem and constant stepsize. The study of the conditioning of the coefficient matrix of the discrete problem is extended to the case of variable stepsize and block ODE problems. We also analyse an appropriate choice for the stepsize for stiff problems. Numerical tests are reported to evidentiate the effectiveness of the BVMs and the differences among the BVMs considered.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01990527