On the convergence of multistep methods for nonlinear stiff differential equations (Q806978)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the convergence of multistep methods for nonlinear stiff differential equations
scientific article

    Statements

    On the convergence of multistep methods for nonlinear stiff differential equations (English)
    0 references
    0 references
    1991
    0 references
    This work concerns an application of the general linear multistep methods of the form \(\sum^{k}_{j=0}\alpha_ jy_{n+j}=h\sum^{k}_{j=0}\beta_ jf_{n+j}\) to numerical integration of nonlinear stiff problems. A nice general definition of stiffness and an elegant analysis of convergence of so called A(\(\alpha\))-stable algorithms of the discussed form create a basis for further applications. This general framework is applied to: a) Singularly perturbed first order systems of the form \(u'=a(u,v),\epsilon v=b(u,v),\) \(0<\epsilon \ll 1.\) b) Nonlinear parabolic problems. In my opinion this nice work marks a step forward in the theory of multistep methods for nonlinear stiff problems.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    A-alpha-stability
    0 references
    linear multistep methods
    0 references
    nonlinear stiff problems
    0 references
    convergence
    0 references
    first order systems
    0 references
    0 references
    0 references