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Scientific article
English

Convergence results for general linear methods on singular perturbation problems

ContributorsSchneider, Stefanorcid
Published inBIT, vol. 33, no. 4, p. 670-686
Publication date1993
Abstract

Many numerical methods used to solve Ordinary Differential Equations, or Differential Algebraic Equations can be written as general linear methods. The B-convergence results for general linear methods are for algebraically stable methods, and therefore useless for nearly A-stable methods. The purpose of this paper is to show convergence for singular perturbation problems for the class of general linear methods without assuming A-stability.

Keywords
  • Multistep Runge-Kutta method
  • Epsilon expansion
  • Singular perturbation problems
  • Differential-algebraic equations
Citation (ISO format)
SCHNEIDER, Stefan. Convergence results for general linear methods on singular perturbation problems. In: BIT, 1993, vol. 33, n° 4, p. 670–686. doi: 10.1007/BF01990542
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Article (Published version)
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ISSN of the journal0006-3835
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