Skip to main content
Log in

Extending convergence theory for nonlinear stiff problems part I

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

Existing convergence concepts for the analysis of discretizations of nonlinear stiff problems suffer from considerable drawbacks. Our intention is to extend the convergence theory to a relevant class of nonlinear problems, where stiffness is axiomatically characterized in natural geometric terms.

Our results will be presented in a series of papers. In the present paper (Part I) we motivate the need for such an extension of the existing theory, and our approach is illustrated by means of a convergence argument for the Implicit Euler scheme.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. W. Auzinger, R. Frank, and G. Kirlinger,Extending convergence theory for nonlinear stiff problems. Part I, Report 116/94, Institute for Applied and Numerical Mathematics, Vienna University of Technology (extended version of the present paper).

  2. W. Auzinger, R. Frank, and G. Kirlinger,A note on convergence concepts for stiff problems, Computing 44 (1990), pp. 197–208.

    Google Scholar 

  3. K. Dekker and J. G. Verwer,Stability of Runge-Kutta Methods for Stiff Nonlinear Differential Equations, North-Holland, 1984.

  4. R. Frank and C. W. Ueberhuber,Iterated defect-correction for the efficient solution of stiff systems of ordinary differential equations, BIT 17 (1977), pp. 146–159.

    Google Scholar 

  5. R. Frank, J. Schneid, and C.W. Ueberhuber,The concept of B-convergence, SIAM J. Numer. Anal. 18 (1981), pp. 753–780.

    Google Scholar 

  6. R. Frank, J. Schneid, and C. W. Ueberhuber,Stability properties of implicit Runge-Kutta methods, SIAM J. Numer. Anal. 22 (1985), pp. 497–515.

    Google Scholar 

  7. R. Frank, J. Schneid, and C. W. Ueberhuber,Order results for implicit Runge-Kutta methods applied to stiff systems, SIAM J. Numer. Anal. 22 (1985), pp. 515–534.

    Google Scholar 

  8. E. Hairer, C. Lubich, M. Roche,Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations, BIT 28 (1988), pp. 678–700.

    Google Scholar 

  9. E. Hairer and G. Wanner,Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems. Springer, 1991.

  10. Ch. Lubich,On the convergence of multistep methods for nonlinear stiff differential equations, Numer. Math. 58 (1991), pp. 839–853; Erratum, 61 (1992), pp. 277–279.

    Google Scholar 

  11. K. Nipp and D. Stoffer,Invariant manifolds and global error estimates of numerical integration schemes applied to stiff systems of singular perturbation type, Numer. Math., 70 (1995), pp. 245–257.

    Google Scholar 

  12. A. Prothero and A. Robinson,On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations, Math. Comp. 28 (1974), pp. 145–162.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Auzinger, W., Frank, R. & Kirlinger, G. Extending convergence theory for nonlinear stiff problems part I. Bit Numer Math 36, 635–652 (1996). https://doi.org/10.1007/BF01733784

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01733784

Key words

Navigation