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Mathematics of Computation

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The numerical solution of boundary value problems for stiff differential equations

Authors: Joseph E. Flaherty and R. E. O’Malley
Journal: Math. Comp. 31 (1977), 66-93
MSC: Primary 65L10
MathSciNet review: 0657396
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Abstract: The numerical solution of boundary value problems for certain stiff ordinary differential equations is studied. The methods developed use singular perturbation theory to construct approximate numerical solutions which are valid asymptotically; hence, they have the desirable feature of becoming more accurate as the equations become stiffer. Several numerical examples are presented which demonstrate the effectiveness of these methods.

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Article copyright: © Copyright 1977 American Mathematical Society