Stepsize Restrictions for Boundedness and Monotonicity of Multistep Methods

  • Authors:
  • W. Hundsdorfer;A. Mozartova;M. N. Spijker

  • Affiliations:
  • CWI, Amsterdam, The Netherlands 1090-GB;CWI, Amsterdam, The Netherlands 1090-GB;Mathematical Institute, Leiden University, Leiden, The Netherlands 2300-RA

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2012

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Abstract

In this paper nonlinear monotonicity and boundedness properties are analyzed for linear multistep methods. We focus on methods which satisfy a weaker boundedness condition than strict monotonicity for arbitrary starting values. In this way, many linear multistep methods of practical interest are included in the theory. Moreover, it will be shown that for such methods monotonicity can still be valid with suitable Runge-Kutta starting procedures. Restrictions on the stepsizes are derived that are not only sufficient but also necessary for these boundedness and monotonicity properties.