A note on multi-step difference schemes

  • Authors:
  • Bing Guo;Ren-Hong Wang;Chun-Gang Zhu

  • Affiliations:
  • -;-;-

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2011

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Abstract

Constructing multi-step difference schemes is important for solving ODE numerically. In this paper, by using an algebraic function approximation to the exponent function, linear multi-step schemes for solving ODE are deduced. The approximation order of this linear multi-step scheme equals that of the algebraic function approximation to e^z. Moreover, we show that the linear n-step difference scheme of order 2n is unstable, which is proved in a novel way.