Preservation of stability type of difference schemes when solving stiff differential algebraic equations |
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| Authors: | V F Chistyakov |
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| Institution: | 1. Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664048, Russia
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| Abstract: | Implicit methods applied to the numerical solution of systems of ordinary differential equations (ODEs) with an identically singular matrix multiplying the derivative of the sought-for vector-function are considered. The effects produced by losing L-stability of a classical implicit Euler scheme when solving such stiff systems are discussed. |
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