Asymptotic Expansions of the Global Discretization Error for Stiff Problems

DOI10.1137/0910055zbMath0677.65077OpenAlexW2056024094MaRDI QIDQ3833537

Reinhard Frank, Winfried Auzinger

Publication date: 1989

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0910055

zbMATH Keywords

small parameternumerical experimentsasymptotic expansionsextrapolationdefect correctionEuler implicit methodtrapezoidal ruleimplicit midpoint ruleglobal discretization errorsemilinear stiff differential equationsstiff spectrum

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (3)

An extension of B-convergence for Runge-Kutta methods ⋮ Modern convergence theory for stiff initial-value problems ⋮ On the error structure of the implicit Euler scheme applied to stiff systems of differential equations

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