A multistep algorithm for ODEs
arXiv:1103.1227
Abstract
The objective of this paper is to prove the convergence of a linear implicit multi-step numerical method for ordinary differential equations. The algorithm is obtained via Taylor approximations. The convergence is proved following the Dahlquist theory. As an additional topic, the time stability is established too. Comparative tests between some of the most known numerical methods and this method are presented.
arXiv comment16 pages, 5 figures