Title
A note on convergence concepts for stiff problems.
Abstract
Most convergence concepts for discretizations of nonlinear stiff initial value problems are based on one-sided Lipschitz continuity. Therefore only those stiff problems that admit moderately sized one-sided Lipschitz constants are covered in a satisfactory way by the respective theory. In the present note we show that the assumption of moderately sized one-sided Lipschitz constants is violated for many stiff problems. We recall some convergence results that are not based on one-sided Lipschitz constants; the concept of singular perturbations is one of the key issues. Numerical experience with stiff problems that are not covered by available convergence results is reported.
Year
DOI
Venue
1990
10.1007/BF02262216
Computing
Keywords
Field
DocType
one-sided lipschitz continuity,stiff problem,logarithmic norms,stiff differential equations,convergence concept
Convergence (routing),Discretization,Differential equation,Mathematical optimization,Nonlinear system,Matrix calculus,Mathematical analysis,Singular perturbation,Lipschitz continuity,Initial value problem,Mathematics
Journal
Volume
Issue
ISSN
44
3
0010-485X
Citations 
PageRank 
References 
3
1.10
1
Authors
3
Name
Order
Citations
PageRank
W. Auzinger1278.28
R. Frank271.91
G. Kirlinger3209.26