ANALYSIS OF FIXED-STEPSIZE METHODS

被引:40
作者
SKEEL, R [1 ]
机构
[1] UNIV ILLINOIS,DEPT COMP SCI,URBANA,IL 61801
关键词
D O I
10.1137/0713055
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The unified theory developed by P. Henrici for one-step methods is extended to the more general case where the order of the system of difference equations can exceed the order of the system of ordinary differential equations. The analysis is applicable to every fixed-stepsize fixed-formula method known to the author. For many of these methods the concept of consistency is inadequate. A more appropriate concept, termed quasi-consistency, is introduced. The notion of optimal stability is simplified and extended for the special case of step-by-step methods for ordinary differential equations.
引用
收藏
页码:664 / 685
页数:22
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