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Convergence of BDFs applied to nonlinear stiff initial value problems
Author(s) -
Kirlinger G.
Publication year - 2002
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/1617-7061(200203)1:1<510::aid-pamm510>3.0.co;2-v
Subject(s) - convergence (economics) , nonlinear system , mathematics , initial value problem , value (mathematics) , mathematical analysis , physics , statistics , economics , quantum mechanics , economic growth
We present bounds for the global errors of backward differentiation formulas (BDFs) applied to non‐autonomous stiff problems y′ = A(t)y + Φ(t) and outline the analysis for convergence of BDFs applied to rather general nonlinear stiff problems as introduced in [1].