On computing smooth solutions of problems with large Lipschitz constants (Q1080626)

This paper is concerned with the numerical integration of smooth solutions of ordinary differential equations assuming that they possess fast growing or decaying solutions. To study this problem the author considers as model problem a first order linear differential system with variable coefficients whose fundamental matrix has a dichotomy with slow and fast time scales and increasing and decreasing solutions. With these assumptions the behavior of standard implicit and explicit step by step methods is studied. Finally some numerical examples are also included.