Positivity of Exponential Multistep Methods

Alexander Ostermann () and Mechthild Thalhammer ()
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Alexander Ostermann: Leopold-Franzens-Universität Innsbruck, Institut für Mathematik
Mechthild Thalhammer: Leopold-Franzens-Universität Innsbruck, Institut für Mathematik

A chapter in Numerical Mathematics and Advanced Applications, 2006, pp 564-571 from Springer

Abstract: Abstract In this paper, we consider exponential integrators that are based on linear multistep methods and study their positivity properties for abstract evolution equations. We prove that the order of a positive exponential multistep method is two at most and further show that there exist second-order methods preserving positivity.

Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-34288-5_53

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DOI: 10.1007/978-3-540-34288-5_53

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