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Higher order implicit multistep methods for matrix differential equations

✍ Scribed by J.L. Morera; G. Rubio; L. Jódar

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
510 KB
Volume
33
Category
Article
ISSN
0898-1221

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✦ Synopsis

This paper proposes implicit multistep matrix methods for the numerical solution of stiff initial value matrix problems. The study of matrix difference equations involving the matrix coefficients of the multistep method permits one to obtain convergence results, as well as bounds for the global discretization error in terms of the data. An illustrative example is included.

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