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"On the Order of General Linear Methods"

E. M. Constantinescu

Preprint ANL/MCS-P1555-1008

Preprint Version: [pdf]

General linear (GL) methods are numerical algorithms used to solve ODEs [1]. The standard order conditions analysis involves the GL matrix itself and a starting procedure; however, a finishing method (F) is required to extract the actual ODE solution. The standard order analysis and stability are sufficient for the convergence of any GL method. Nonetheless, using a simple GL scheme we show that the order definition may be too restrictive. In this note we explore the order conditions for GL schemes and propose a new definition for characterizing the order of GL methods, which is focused on the final result the outcome of F and can provide more effective algebraic order conditions.