Extrapolation of explicit methods is an interesting approach to solving nonstiff differential equations (see Sect. II.9). Here we show to what extent the idea of extrapolation can also be used for stiff problems. We shall use the results of Sect. I1.8 for the existence of asymptotic expansions and apply them to the study of those implicit and linearly implicit methods, which seem to be most suitable for the computation of stiff differential equations. Our theory here is restricted to classical h → 0 order, the study of stability domains and A -stability.
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