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.
Citation:
V. F. Chistyakov, “Preservation of stability type of difference schemes when solving stiff differential algebraic equations”, Sib. Zh. Vychisl. Mat., 14:4 (2011), 443–456; Num. Anal. Appl., 4:4 (2011), 363–375