Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems
Stiff initial value problems for ordinary differential equations with small coefficients at the first order derivatives are considered. The convergence properties of a class of second order exponentially fitted difference schemes are investigated. Sufficient conditions for uniform second-order convergence of numerical solutions are derived. The application of several difference schemes to a number of test problems is described to complement the analytical results. A practical way to estimate the orders of uniform convergence is suggested.
second order exponentially fitted difference schemes
scientific article; zbMATH DE number 120304