Linear Multistep Methods—V: Solving Implicit Methods

  • David F. Griffiths
  • Desmond J. Higham
Part of the Springer Undergraduate Mathematics Series book series (SUMS)


The discussion of absolute stability in previous chapters shows that it can be advantageous to use an implicit LMM—usually when the step size in an explicit method has to be chosen on grounds of stability rather than accuracy. One then has to compute the numerical solution at each step by solving a nonlinear system of algebraic equations.


Initial Guess Euler Method Error Constant Absolute Stability Explicit Method 
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© Springer-Verlag London Limited 2010

Authors and Affiliations

  1. 1.Mathematics DivisionUniversity of DundeeDundeeUK
  2. 2.Department of Mathematics and StatisticsUniversity of StrathclydeGlasgowUK

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