Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems (Q1203689): Difference between revisions

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Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems
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    Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems (English)
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    22 February 1993
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    Stiff initial value problems for ordinary differential equations with small coefficients at the first order derivatives are considered. The convergence properties of a class of second order exponentially fitted difference schemes are investigated. Sufficient conditions for uniform second-order convergence of numerical solutions are derived. The application of several difference schemes to a number of test problems is described to complement the analytical results. A practical way to estimate the orders of uniform convergence is suggested.
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    Stiff initial value problems
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    convergence
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    second order exponentially fitted difference schemes
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    uniform second-order convergence
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    test problems
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    uniform convergence
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