On convergent linear multistep matrix methods

DOI10.1080/00207169108804014zbMath0744.65046OpenAlexW2127382516MaRDI QIDQ3991124

José-Luis Morera, Lucas Jodar, Enrique Navarro

Publication date: 28 June 1992

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169108804014

zbMATH Keywords

convergenceconsistencymatrix equationlinear multistep methodco-solutionzero stabilitylinear multistep matrix method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (5)

Computing continuous numerical solutions of matrix differential equations ⋮ Backward error analysis for conjugate symplectic methods ⋮ Higher order implicit multistep methods for matrix differential equations ⋮ Linear multistep matrix methods for a class of functional-differential equations: Convergence and error bounds ⋮ Numerical multisteps matrix methods for \(Y=f(t,Y)\)

Cites Work

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• Rectangular co-solutions of polynomial matrix equations and applications
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix
• Explicit closed form solutions of boundary value problems for systems of difference equations

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