A Stability Criterion for Numerical Integration
- 1 July 1959
- journal article
- Published by Association for Computing Machinery (ACM) in Journal of the ACM
- Vol. 6 (3) , 363-365
- https://doi.org/10.1145/320986.320990
Abstract
A necessary and sufficient condition is given for the absolute stability of multipoint numerical integration formulas for differential equations. The condition is that a certain matrix of low order, whose elements are computable from the coefficients of the integration formula, be positive definite. Two simple examples are given.Keywords
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