Convergence Results of One-Leg and Linear Multistep Methods for Multiply Stiff Singular Perturbation Problems

Abstract

One-leg methods and linear multistep methods are two class of important numerical methods applied to stiff initial value problems of ordinary differential equations. The purpose of this paper is to present some convergence results of A-stable one-leg and linear multistep methods for one-parameter multiply stiff singular perturbation problems and their corresponding reduced problems which are a class of stiff differential-algebraic equations.