TAILIEUCHUNG - ONE PARAMETER FAMILY OF LINEAR DIFFERENCE EQUATIONS AND THE STABILITY PROBLEM FOR THE NUMERICAL

ONE PARAMETER FAMILY OF LINEAR DIFFERENCE EQUATIONS AND THE STABILITY PROBLEM FOR THE NUMERICAL SOLUTION OF ODEs L. ACETO, R. PANDOLFI, AND D. TRIGIANTE Received 21 July 2004; Accepted 4 October 2004 The study of the stability properties of numerical methods leads to considering linear difference equations depending on a complex parameter q. Essentially, the associated characteristic polynomial must have constant type for q ∈ C− . Usually such request is proved with the help of computers. In this paper, by using the fact that the associated polynomials are solutions of a “Legendre-type” difference equation, a complete analysis is carried out for. | ONE PARAMETER FAMILY OF LINEAR DIFFERENCE EQUATIONS AND THE STABILITY PROBLEM FOR THE NUMERICAL SOLUTION OF ODEs L. ACETO R. PANDOLFI AND D. TRIGIANTE Received 21 July 2004 Accepted 4 October 2004 The study of the stability properties of numerical methods leads to considering linear difference equations depending on a complex parameter q. Essentially the associated characteristic polynomial must have constant type for q e C . Usually such request is proved with the help of computers. In this paper by using the fact that the associated polynomials are solutions of a Legendre-type difference equation a complete analysis is carried out for the class of linear multistep methods having the highest possible order. Copyright 2006 Hindawi Publishing Corporation. All rights reserved. 1. Introduction The problem to approximate the solutions of differential equations by substituting to them appropriate difference equations is as old as the differential calculus. Of course the main problem to be solved is the control of the errors between the continuous and the discrete solutions. In the fifties the fundamental importance of the stability properties of the difference equations on the error propagation was recognized. After that a lot of efforts has been done in this field mainly when the methods are applied to dissipative problems. In such a case the first approximation theorem permits to transform the nonlinear problem into a linear one. Regarding the class of linear multistep methods LMMs the propagation of the errors can be studied by means of a linear difference equation which in the scalar case depends on a complex parameter q hA where h is the stepsize and A is the derivative at the critical point of the function defining the differential equation. Obviously the characteristic polynomial of the derived difference equation also depends on the same parameter q. The order of the equation of the error is usually greater than the one of the differential equation. Therefore an

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