ORDER RESULTS OF GENERAL LINEAR METHODS FOR MULTIPLY STIFF SINGULAR PERTURBATION PROBLEMS

In this paper we analyze the error behavior of general linear methods applied to some classes of one-parameter multiply stiff singularly perturbed problems. We obtain the global error estimate of algebraically and diagonally stable general linear methods. The main result of this paper can be viewed...

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Bibliographic Details
Published in:Journal of computational mathematics 2002-09, Vol.20 (5), p.525-532
Main Authors: Gan, Si-qing, Sun, Geng
Format: Article
Language:English
Subjects:
Algebra
Differential equations
Eigenvalues
Estimation methods
Mathematical theorems
Mathematics
Matrices
Ordinary differential equations
Runge Kutta method
Stiffness
Online Access:Get full text
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Summary:In this paper we analyze the error behavior of general linear methods applied to some classes of one-parameter multiply stiff singularly perturbed problems. We obtain the global error estimate of algebraically and diagonally stable general linear methods. The main result of this paper can be viewed as an extension of that obtained by Xiao [13] for the case of Runge-Kutta methods.
ISSN:0254-9409
1991-7139