Construction of higher-order algebraic one-step schemes in stiff BVPs (Q1308576)

Consider the stiff linear ordinary differential equation \(u'(t) = A(t)u(t)+g(t) =: f(t,u(t))\), \(u(t) \in \mathbb{R}^ n\). A square root trapezoidal scheme is proposed in a stabilized implicit Runge-Kutta form. The \(\varepsilon\)-convergence of the scheme for the singularly perturbed system \(\varepsilon u'(t) = f(t,u(t))\), where \(\varepsilon > 0\) is a small parameter, is studied. Two special two-stage 4-th order Lobatto schemes are considered and the results from numerical tests are discussed.