Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations (Q1110996): Difference between revisions

This paper deals with the error analysis of implicit Runge-Kutta methods when they are applied to a special class of stiff differential systems. The systems under consideration, which arise in singular perturbations, have the form: \(y'=f(y,z)\), \((1)\quad \epsilon z'=g(y,z)\), where \(\epsilon\) \((>0)\) is a small parameter. The authors assume initial conditions such that (1) admits a unique solution with derivatives up to a sufficiently high order which are bounded independently of \(\epsilon\). Also f and g are sufficiently smooth and the logarithmic norm of \(g_ z\) is \(\leq -1.\) By developping the exact and the approximate solutions in powers of \(\epsilon\) and using some results of Runge-Kutta methods applied to differential-algebraic systems, the authors have obtained asymptotic estimates for several classes of Runge-Kutta methods. These estimates have been checked numerically with the Van der Pol equation. Finally, it must be remarked that while the error analysis developed by \textit{R. Frank}, \textit{J. Schneid} and \textit{C. W. Ueberhuber} [SIAM J. Numer. Anal. 22, 515-534 (1985; Zbl 0577.65056)] is concerned with more general stiff systems, the error bounds obtained here are generally sharper.