Convergence of linear multistep and one-leg methods for stiff nonlinear initial value problems (Q758135): Difference between revisions

The convergence of linear multistep and one-leg methods is studied for stiff nonlinear initial value problems: \(u'(t)=f(t,u(t)),\quad (0<t\leq T),\quad u(0)\quad given,\) with \(u(0)\in {\mathbb{R}}^ m\) and \(f:[0,T]\times {\mathbb{R}}^ m\to {\mathbb{R}}^ m.\) Estimates for local errors are given for the two methods. Global error bounds are derived, also, for one-leg and linear multistep methods for nonlinear initial value problems of arbitrary stiff. Under suitable stability assumptions the multistep methods have similar orders of convergence for stiff and nonstiff problems provided that the stepsize variation is sufficiently regular.