Abstract

We investigate contractivity properties of explicit linear multistep methods in the numerical solution of ordinary differential equations. The emphasis is on the general test-equation $$\frac{d}{{dt}}U(t) = AU(t)$$ , whereA is a square matrix of arbitrary orders?1. The contractivity is analysed with respect to arbitrary norms in thes-dimensional space (which are not necessarily generated by an inner product). For given order and stepnumber we construct optimal multistep methods allowing the use of a maximal stepsize.

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