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Central difference schemes and stiff boundary value problems

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Abstract

Consider the two-point boundary value problem for a stiff system of ordinary differential equations without turning points. Conditions are derived such that the solutions of centered implicit Runge-Kutta methods converge to the solution of the differential equations.

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References

  1. U. Ascher and R. Weiss,Collocation for singular perturbation problems I. First order systems with constant coefficients, SIAM J. Num. Anal. 20 (1983).

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Authors and Affiliations

  1. Department of Applied Mathematics, California Institute of Technology 217-50, 91125, Pasadena, CA, USA

    H. O. Kreiss

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  1. H. O. Kreiss
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Dedicated to Germund Dahlquist, on the occasion of his 60th birthday.

This work was supported by the National Science Foundation under Grant No. DMS-8312264 and by the Office of Naval Research under contract No. NOOO14-83-K-0422.

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Kreiss, H.O. Central difference schemes and stiff boundary value problems. BIT 24, 560–567 (1984). https://doi.org/10.1007/BF01934914

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  • DOI: https://doi.org/10.1007/BF01934914

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