UNIGE document Scientific Article
previous document  unige:12473  next document
add to browser collection

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

Lubich, Christian
Roche, Michel
Published in BIT Numerical Mathematics. 1988, vol. 28, no. 3, p. 678-700
Abstract 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.
Stable URL https://archive-ouverte.unige.ch/unige:12473
Full text

197 hits

0 download


Deposited on : 2010-11-16

Export document
Format :
Citation style :