Asymptotic error expansions for stiff equations: an analysis for the implicit midpoint and trapezoidal rules in the strongly stiff case

1989 ◽  
Vol 56 (5) ◽  
pp. 469-499 ◽  
Author(s):  
W. Auzinger ◽  
R. Frank
Computing ◽  
1990 ◽  
Vol 43 (3) ◽  
pp. 223-253 ◽  
Author(s):  
W. Auzinger ◽  
R. Frank ◽  
G. Kirlinger

1984 ◽  
Vol 27 (3) ◽  
pp. 337-344 ◽  
Author(s):  
H. P. Dikshit ◽  
A. Sharma ◽  
J. Tzimbalario

AbstractDuring the last decade or so there has been a revival of interest in the analysis of error-bounds f(s)-S(s) for different classes of functions and their interpolatory splines of odd degree on a finite interval with variations on end conditions. Our object is to present a unified treatment of the asymptotic error expansion both for even and for odd degree interpolatory splines.


2001 ◽  
Vol 11 (01) ◽  
pp. 71-85 ◽  
Author(s):  
FLORIAN FROMMLET ◽  
EWA B. WEINMÜLLER

The existence of an asymptotic expansion for the global error of a standard three-point finite difference scheme applied to solve BVPs for ordinary differential equations of second order with a singularity of the first kind is considered. It turns out that even for very smooth problem data such asymptotic expansion does not exist, in general. More precisely, its length is restricted by unbounded inhomogeneities occurring in variational equations due to the singularity.


In this paper we will present some results on asymptotic error expansions of the approximate solutions of differential equations by finite-difference schemes. We will present some quite well-known material, in an effort to make the presentation self-contained, as well as discuss recent work by Engquist on linear multistep methods for initial-value problems, by Kreiss on extrapolation procedures for elliptic finite-difference schemes, by Pereyra and co-workers on iterated deferred-correction methods for elliptic equations and by the author and Hald on the finite-element method. Practical aspects of the subject as well as the use of error expansions as a technical device in theoretical numerical analysis are discussed.


Sign in / Sign up

Export Citation Format

Share Document