On the convergence of multistep methods for nonlinear stiff differential equations (Q806978)
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English | On the convergence of multistep methods for nonlinear stiff differential equations |
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On the convergence of multistep methods for nonlinear stiff differential equations (English)
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1991
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This work concerns an application of the general linear multistep methods of the form \(\sum^{k}_{j=0}\alpha_ jy_{n+j}=h\sum^{k}_{j=0}\beta_ jf_{n+j}\) to numerical integration of nonlinear stiff problems. A nice general definition of stiffness and an elegant analysis of convergence of so called A(\(\alpha\))-stable algorithms of the discussed form create a basis for further applications. This general framework is applied to: a) Singularly perturbed first order systems of the form \(u'=a(u,v),\epsilon v=b(u,v),\) \(0<\epsilon \ll 1.\) b) Nonlinear parabolic problems. In my opinion this nice work marks a step forward in the theory of multistep methods for nonlinear stiff problems.
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A-alpha-stability
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linear multistep methods
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nonlinear stiff problems
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convergence
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first order systems
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