The second-order backward differentiation formula is unconditionally zero-stable (Q1119362)

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scientific article; zbMATH DE number 4098661
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The second-order backward differentiation formula is unconditionally zero-stable
scientific article; zbMATH DE number 4098661

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    The second-order backward differentiation formula is unconditionally zero-stable (English)
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    1989
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    It is well-known that the second order backward differential formula (BDF) is useful for stiff ordinary differential equations and partial differential equations. The authors show that the variable coefficient BDF of order two is \({\mathcal O}\)-stable regardless of the variation of the step-size. They also prove that the fixed coefficient BDF is only conditionally \({\mathcal O}\)-stable.
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    roundoffs error
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    truncation error
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    O-stability
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    second order backward differential formula
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    step-size
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