Inexact methods in the numerical solution of stiff initial value problems (Q1969308)
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English | Inexact methods in the numerical solution of stiff initial value problems |
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Inexact methods in the numerical solution of stiff initial value problems (English)
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10 October 2000
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The paper deals with the analysis of the local convergence properties of the inexact Newton methods (IN-methods) which can be effectively used for solving large stiff initial value problems for nonlinear ordinary differential equations. New conditions assuring linear convergence of IN-methods in terms of a sequence of forcing terms uniformly less than one and for an arbitrary consistent norm are established and a new stopping criterion for the inner iterations is proposed. Numerical experiments with LSODEIN - the modification of the code LSODE based on the backward differentiation formulas - are reported and the robustness, reliability and effectiveness of the proposed modifications of LSODE are discussed in comparison with those of the original code.
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inexact Newton methods
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nonlinear differential equations
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stiff initial value problems
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convergence
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numerical experiments
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backward differentiation formulas
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