Module 9: Stiff-Initial Value Systems
  Lecture 36: Linear multistep methods for Stiff systems
 

 

Regions of absolute stability for these methods may be found is Gear; for , all regions are finite, and the corresponding methods are stiffly stable and –stable.

Finally, if we settle for something less than -stability, the methods proposed by Robertson are of interest. These comprise a one-parameter family obtained by taking the following linear combination of Simpson's rule and the two-step Adams-Moultan method:

, 0

These methods have order three if and the regions of absolute stability are large, almost circular, regions in the half plane , the intervals of absolute stability being . (Note that as zero instability threatens). Such methods are appropriate for moderately stiff systems.