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 language | English (US) |
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Pages (from-to) | 389-403 |
Number of pages | 15 |
Journal | Journal of Computational and Applied Mathematics |
Volume | 167 |
Issue number | 2 |
DOIs | |
State | Published - Jun 1 2004 |
Keywords
- A-stability
- L-stability
- Stiff differential systems
- Two-step W-methods
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics