Underlying one-step methods and nonautonomous stability of general linear methods
classification
🧮 math.NA
cs.NA
keywords
methodslinearnonautonomousstabilityone-stepstablestrictlytheory
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We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the Lyapunov and Sacker-Sell spectral stability theory for one-step methods developed in [34,35,36] to analyze the stability of a strictly stable GLM solving a nonautonomous linear ODE. These results are applied to develop a stability diagnostic for the solution of nonautonomous linear ODEs by strictly stable GLMs.
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