On the error of general linear methods for stiff dissipative differential equations
On the error of general linear methods for stiff dissipative differential equations
Many numerical methods to solve initial value problems of the form y′=f(t,y) can be written as general linear methods. Classical convergence results for such methods are based on the Lipschitz constant and bounds for certain partial derivatives of f. For stiff problems these quantities may be very large, and consequently …