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Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations

Publié dansBIT, vol. 28, no. 3, p. 678-700
Date de publication1988
Résumé

Runge-Kutta methods are studied when applied to stiff differential equations containing a small stiffness parameter eps. The coefficients in the expansion of the global error in powers of eps are the global errors of the Runge-Kutta method applied to a differential algebraic system. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical experiments confirm the results.

Citation (format ISO)
HAIRER, Ernst, LUBICH, Christian, ROCHE, Michel. Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations. In: BIT, 1988, vol. 28, n° 3, p. 678–700. doi: 10.1007/BF01941143
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ISSN du journal0006-3835
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