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Consistency, convergence and stability of general discretizations of the initial value problem

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Abstract

Discretizations of nonlinear operators in Banach space are described and the concept of an “inverse” discretization introduced. In the main part of the paper, the very general formalism of BUTCHER for the initial value problem for ordinary differential equations is examined and the sufficiency of conditions for its stability and convergence is demonstrated. The order of convergence of these methods is discussed, and an example is given.

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Watt, J.M. Consistency, convergence and stability of general discretizations of the initial value problem. Numer. Math. 12, 11–22 (1968). https://doi.org/10.1007/BF02170992

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  • DOI: https://doi.org/10.1007/BF02170992

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