Instability in linear multistep methods

Abstract

Classes of multistep methods with k steps, order k+1 and depending on a certain number of free parameters, one of them representing the size of the real interval of stability are constructed. A criterion to select automatically multistep methods of such classes, which are fitted with the eigenvalues of the jacobian matrix of a differential system is also presented

Keywords:

• Multistep method
• differential system