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On the stability properties of Brown's multistep multiderivative methods

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Summary

Brown introducedk-step methods usingl derivatives. We investigate for whichk andl the methods are stable or unstable. It is seen that to anyl the method becomes unstable fork large enough. All methods withk≦2(l+1) are stable. Fork=1,2,..., 18 there exists aλ k such that the methods are stable for anyl ≧λ k and unstable for anyl <λ k . Theλ k are given.

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Authors and Affiliations

  1. Institute of Mathematics, Ruhr-University Bochum, D-4630, Bochum, Germany

    Rolf Jeltsch

  2. Department of Mathematics, Idaho State University, 83201, Pocatello, ID, USA

    L. Kratz

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  1. Rolf Jeltsch
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  2. L. Kratz
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Jeltsch, R., Kratz, L. On the stability properties of Brown's multistep multiderivative methods. Numer. Math. 30, 25–38 (1978). https://doi.org/10.1007/BF01403904

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