Linear stability of stiff differential equation solvers

DOI10.1007/BF02136041MaRDI QIDQ1062732zbMATH OpenOpenAlexWikidataFDO

Authors Tjalling J. Ypma

Publication date 1984

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02136041

zbMATH Keywords

linear multistep methodlinear stabilitystiff equation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

Consider a linear multistep method used to solve a stiff differential equation \(y'(x)=f(y(x))\). In a typical step, the method gives an approximation \(y_ n\) to \(y(x_ n)\) and hence an approximation \(f(y_ n)\) to \(y'(x_ n)\). A number of authors, for example \textit{C. Gear} and \textit{Y. Saad} [SIAM J. Sci. Stat. Comput. 4, 583-601 (1983; Zbl 0541.65051)], recommend that in subsequent steps an approximation that exactly satisfies the corrector equation should be used instead of \(f(y_ n)\). It is shown that the resulting method, applied to the linear problem \(y'=\lambda y\), is stable if the corrector equation is stable and the residuals obtained in an iterative solution of the corrector equation are uniformly bounded.

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Cites work

• Evaluation of implicit formulas for the solution of ODEs
• scientific article; zbMATH DE number 3408831 (Why is no real title available?)
• Implementation of Implicit Formulas for the Solution of ODE<scp>s</scp>
• Iterative Solution of Linear Equations in ODE Codes
• Some Properties of Algorithms for Stiff Differential Equations

Cited in

(3)

• Linear stability of the hopscotch scheme
• scientific article; zbMATH DE number 4072283 (Why is no real title available?)
• scientific article; zbMATH DE number 845752 (Why is no real title available?)

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