Some recent developments on numerical initial value problems: A survey (Q1122951): Difference between revisions

If a small enough step is used with a convergent method, and the effects of arithmetic truncation error could be avoided, an accurate approximate solution of any nonlinear initial value problem could be obtained. To obtain approximate solutions of stiff problems efficiently, certain implicit methods should be used and implemented in special ways. The efficiency obtainable from implicit methods relies on the variety of stability results that have been discovered in the past twenty-five years. The authors present a concise, and extremely lucid account of developments in the theory of stability in the past fifteen years. In particular, some new diagrams effectively illuminate the concept of order stars. As well as indicating how order stars settled two conjectures for linear problems, the paper reviews several results on B-stability, and the connection with B-convergence. This paper is recommended reading as an introduction to the stability theory of numerical methods for treating stiff problems.