Linear multistep method: Difference between revisions

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To assess the performance of linear multistep methods on [[stiff equation]]s, consider the linear test equation ''y''' = λ''y''. A multistep method applied to this differential equation with step size ''h'' yields a linear [[recurrence relation]] with characteristic polynomial
:<math> \pi(z; h\lambda) = (1 - h\lambda\beta_s) z^s + \sum_{k=0}^{s-1} (\alpha_k - h\lambda\beta_k) z^k = \rho(z) - h\lambda\sigma(z). </math>
This polynomial is called the ''stability polynomial'' of the multistep method. If all of its roots have modulus less than one then the numerical solution of the multistep method will converge to zero and the multistep method is said to be ''absolutely stable'' for that value of ''h''λ. The method is said to be ''A-stable'' if it is absolutely stable for all ''h''λ with negative real part. The ''region of absolute stability'' is the set of all ''h''λ for which the multistep method is absolutely stable {{harv|Süli|Mayers|2003|pp=347 & 348}}. For more details, see the section on [[Stiff equation#Multistep methods|stiff equations and multistep methods]].
 
=== Example ===