Document Zbl 0666.65056

General framework, stability and error analysis for numerical stiff boundary value methods. (English) Zbl 0666.65056

Numer. Math. 54, No. 3, 355-372 (1988).

This paper provides a general framework, called “theoretical multiple shooting” within which various numerical methods for stiff boundary value ordinary differential equations can be analyzed. A global stability and error analysis is given, allowing (as much as possible) the specifities of an actual numerical method to come in only locally. The use of the results is demonstrated for both one-sided and symmetric difference schemes. The class of problems treated includes some with internal (e.g. “turning point”) layers.

Reviewer: G.Hall

Cited in 54 Documents

MSC:

65L10	Numerical solution of boundary value problems involving ordinary differential equations
65L20	Stability and convergence of numerical methods for ordinary differential equations
34B05	Linear boundary value problems for ordinary differential equations

Keywords:

stiff equations; internal layers; one-sided difference schemes; multiple shooting; global stability; error analysis; symmetric difference schemes; turning point

Software:

COLSYS

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Full Text: DOI EuDML

References:

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