Stability properties of non-rationally stabilized collocation schemes for stiff boundary value problems (Q1308575)

This paper is concerned with methods for the numerical solution of boundary value problems for first-order systems of stiff ordinary differential equations: \(u' = f(t,u)\), \(t\in [a,b]\), \(g(u(a),u(b)) = 0\). One of the major difficulties for this kind of problem is the fact that there may be both fast decreasing and fast increasing stiff solution components. In an attempt to avoid the instability of classical schemes \textit{B. A. Schmitt} [SIAM J. Numer. Anal 27, No. 1, 51-66 (1990; Zbl 0689.65056)] introduced the square root trapezoidal (SQRT) scheme which is a one-step scheme with non-rational stability function. In this paper an approach to define higher order schemes preserving the stability properties of the SQRT scheme is presented. The author starts from classical collocation schemes and introduces a non-rational perturbation into these schemes which is used to achieve the stabilization.