No label defined (Q3147251)

A singularly perturbed system of ordinary differential equations, called here shortly (SPP), is a system of the form \[ x'(t)=f(x,y), \] \[ \varepsilon y'(t)=g(x,y), \] with given initial conditions \((x(t_0),y(t_0))\) and with \(0<\varepsilon<<1\). Since \(\varepsilon\) is `arbitrarily small' the system can be `arbitrarily stiff'. But in spite of this stiffness caused by the singular perturbation parameter \(\varepsilon\), the system can have its `natural stiffness'. In this case we say that our system is multiply-stiff singularly perturbed (MSPP). The author apply to the above problem the so called \((A,b,c)\) (implicit \(s\)-stage) Runge-Kutta method, where \(A\), \(b\), and \(c\) are respectively an \(s\times s\) matrix, and two s-dimensional vectors of the standard-type coefficients of such methods. Important features of the \((A,b,c)\) Runge-Kutta methods are the so called \textit{algebraic stability} and \textit{diagonal stability} dependent on \(A\) and \(b\). Under condition of the algebraic and the diagonal stability, and under other assumptions of the technical character, it is proven that the method converges with the order \(O(h^q)\) (where \(h\) is the integration step and \(q\) is the `stage order' of the method), provided that the numerical initial conditions fit well enough. Systems of three equations with two singular-perturbation parameters and systems with one singular-perturbation parameter, but with algebraic constrains are also considered. The paper contains one numerical example.