Extrapolation Methods

  • Ernst Hairer
  • Gerhard Wanner
Part of the Springer Series in Computational Mathematics book series (SSCM, volume 14)

Abstract

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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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Ernst Hairer
    • 1
  • Gerhard Wanner
    • 1
  1. 1.Section de Mathématiques, C.P. 240Université de GenèveGenève 24Switzerland

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