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Linear stability of stiff differential equation solvers. (English) Zbl 0573.65053

Consider a linear multistep method used to solve a stiff differential equation \(y'(x)=f(y(x))\). In a typical step, the method gives an approximation \(y_ n\) to \(y(x_ n)\) and hence an approximation \(f(y_ n)\) to \(y'(x_ n)\). A number of authors, for example C. Gear and Y. Saad [SIAM J. Sci. Stat. Comput. 4, 583-601 (1983; Zbl 0541.65051)], recommend that in subsequent steps an approximation that exactly satisfies the corrector equation should be used instead of \(f(y_ n)\). It is shown that the resulting method, applied to the linear problem \(y'=\lambda y\), is stable if the corrector equation is stable and the residuals obtained in an iterative solution of the corrector equation are uniformly bounded.
Reviewer: G.J.Cooper

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
65L20 Stability and convergence of numerical methods for ordinary differential equations
34A34 Nonlinear ordinary differential equations and systems

Citations:

Zbl 0541.65051
Full Text: DOI

References:

[1] C. W. Gear and Y. Saad,Iterative solution of linear equations in ODE codes, SIAM J. Sci. Stat. Comp. 4 (1983), 583–601. · Zbl 0541.65051 · doi:10.1137/0904040
[2] J. D. Lambert,Computational Methods in Ordinary Differential Equations, Wiley, New York (1973). · Zbl 0258.65069
[3] H. H. Robertson and J. Williams,Some properties of algorithms for stiff differential equations, JIMA 16 (1975), 23–34. · Zbl 0308.65047
[4] L. F. Shampine,Evaluation of implicit formulas for the solution of ODE’s., BIT 19(1979), 495–502. · Zbl 0418.65034 · doi:10.1007/BF01931266
[5] L. F. Shampine,Implementation of implicit formulas for the solution of ODE’s., SIAM J. Sci. Stat. Comp. 1(1980), 103–118. · Zbl 0463.65050 · doi:10.1137/0901005
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