Report Number: CS-TR-79-738
Institution: Stanford University, Department of Computer Science
Title: Computations related to G-stability of linear multistep methods
Author: LeVeque, Randall J.
Author: Dahlquist, Germund
Author: Andree, Dan
Date: May 1979
Abstract: In Dahlquist's recent proof of the equivalence of A-stability and G-stability, an algorithm was presented for calculating a G-stability matrix for any A-stable linear multistep method. Such matrices, and various quantities computable from them, are useful in many aspects of the study of the stability of a given method. For example, information may be gained as to the shape of the stability region, or the rate of growth of unstable solutions. We present a summary of the relevant theory and the results of some numerical calculations performed for several backward differentiation, Adams-Bashforth, and Adams-Moulton methods of low order.
http://i.stanford.edu/pub/cstr/reports/cs/tr/79/738/CS-TR-79-738.pdf