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Rockswold G. K. A0-Stable Linear Multistep Formulas of The-Type
Rockswold G. K. A0-Stable Linear Multistep Formulas of The-Type
GARY K. R O C K S W O L D
Computer Science Department, Mankato State University, Box 14, Mankato,
Minnesota 56001, U.S.A.
Abstract.
The or-type linear multistep formulas are a generalization of the Adams-type formulas. This paper
is concerned with completely characterizing the Ao-stability of the k-step, order k ~-type formulas.
Specifically, all such formulas of orders 4 or less are identified and it is shown that no ~t-type
formulas of order 5 or more exist. These theorems generalize some previous results.
In this paper our concern is the stability of linear multistep formulas (LMF)
for the numerical solution of the ordinary differential equation
y(a) = Yo
where
k k
Formula (2) is Ao-stable for a fixed k when the roots of Xg, ~. have modulus less
than 1 for all v > 0.
In analyzing A0-stability the following transformation is helpful.
l+z ~-1
~(z) = 1 - z ,--, z(~) - 4 + 1
I--,7, k k
k
Xk, v(z) = Rk(z)+vSk(z) -- Z ti(v) zi"
i=O
The mapping z sends {~ : ~ < 1} to {z : Re(z) < 0} and {~ : ~ = 1} to {z: Re(z) = 0}.
The L M F (2) will be Ao-stable if and only if for all v > 0, Xk, v(z) is a
Hurwitz polynomial, i.e., a polynomial whose roots all have a negative real part.
In the determination of a Hurwitz polynomial the following result is used [1].
p(z) = ao + a j z +a2Y~"+a3z 3 + . . .
THEOREM 1. 0(3) is true if and only if the following two conditions both hold.
1) ½ < ~ < 2
lO+a 16-c~ 2
2) < f13 <
24 2 4 ( 2 - ~)"
THEOREM 2. 0(4) is true if and only if the following two conditions both hold.
1) 1 < ~ < 2
a3 + ~2 _ 40c¢ + 128
2) 9_~x_< f14 <
2 4 ( 4 - ~)2
Using the definition found in [3] the error constant for the order 3 method is
C3 = (8 + c~-24fl3)/(24(2-~)) and for the order 4 method is C4 = (232 + 1 9 ~ -
720fl4)/(720(2-~)). As a result of this, it is not possible to make the above
methods both order k + 1 and At-stable. The ~-type formulas will be both damped
at infinity and A(0)-stable when the inequalities in Theorems Land 2 are replaced
with strict inequality. (The A(0)-stability can be verified using the results from [4].)
In Theorem 2, if • = 1 then this results in the unique A0-stable (but not
A(0)-stable) Adams-type formula found in [6] and [7].
Since stability is often bought at the price of accuracy, it is of interest to
determine the stability of a method versus its error constant. If one defines
A (~)-stability as found in [8], henceforth called A (0)-stability (for obvious reasons),
one will find that stability generally increases as ~ --, 2 and Ck --* ~ . However,
Table 1 and Table 2 have been generated numerically to demonstrate that there
126 GARY K. ROCKSWOLD
exist methods of the a-type reasonable for practical use. In both tables, D
represents the modulus of the largest root of ak(~), i.e., the damping at infinity.
f13 C3 D 0 (degrees)
f14 C4 D 0 (degrees)
where
g
= ½- + 6 +... + +...],
c(z) =
In ~(z)
A0-STABLE LINEAR MULTISTEP FORMULAS OF THE or-TYPE 127
with c2~ > 0, i >_ 1. For any a-type formula we have
1-z k l+z k
Rk(z) = ( ~ - ) [ ( 1 - ~ - - z ) - - e ( l + z ) k - \ ~ - -] z
A
Sk(z) =
(Itisassumedthat(~)=Oifn<iori<O.)
PROOF. Since Xk, v(z)= Rk(Z)+vSk(z) it follows that there exist si > 0 and
si < 0, 1 _< i, j < k, where Sk(z) = ~ = osf. Then for sufficiently large v > 0,
there must exist ti(v)> 0 and t~(v)< 0, where Xk.~(Z)= ~,~=oti(v)Zi. Thus.
X k , v(Z) is not a Hurwitz polynomial by the proposition and O(k) is false. II
PROOF. The proof will rely on Lemma 4 by noting that the coefficient of
z k- 1 in Sk(Z) is negative whenever k > 5, whereas the constant term in S~(z) is
always positive.
For k = 5 the Zk - 1 coefficient is
1[49 98]
241_90 ~ - 9-0
which is negative whenever 0 < ~ < 2. For k > 6 the coefficient of z k- 1 is less than
(4) 1 1 [ - / k - 2 ) ( k~t+
-2) k-3 (E-c0 1 = 1~ [ _ ~ k 2 + ( 7 ~ _ 4 ) k _ 4 ~ + 8 ] "
128 Ao-STABLELINEAR MULTISTEP FORMULASOF THE ~-TYPE
Acknowledgements.
REFERENCES
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