Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations |
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Authors: | E. Hairer Ch. Lubich M. Roche |
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Affiliation: | (1) Dept. de mathématiques, Université de Genève, Rue du Lièvre 2–4, Case postale 240, CH-1211 Genève 24, Switzerland |
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Abstract: | Runge-Kutta methods are studied when applied to stiff differential equations containing a small stiffness parameter . The coefficients in the expansion of the global error in powers of are the global errors of the Runge-Kutta method applied to a differential algebraic system. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical experiments confirm the results. |
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Keywords: | 65L05 |
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