B-convergence: A survey (Q1121652): Difference between revisions

A discretization scheme for solving an ordinary differential equation \(y'(t)=f(t,y(t))\) is called B-convergent if it admits estimates for the global discretization errors which do not depend on the usual Lipschitz constant of f but on a so-called one-sided Lipschitz constant m instead, where m is defined by the condition that \(<f(t,y_ 1)-f(t,y_ 2),\quad y_ 1-y_ 2>\leq m\| y_ 1-y_ 2\|^ 2\) for all \((t,y_ 1)\), \((t,y_ 2)\). Such schemes are practicable for solving stiff problems. The present article gives an up-dated review of the known results concerning B-convergent methods. The reader can find a comprehensive list of references as well as an informative description of the known B- convergent schemes.