Abstract
Implicit methods applied to the numerical solution of systems of ordinary differential equations (ODEs) with an identically singular matrix multiplying the derivative of the sought-for vector-function are considered. The effects produced by losing L-stability of a classical implicit Euler scheme when solving such stiff systems are discussed.
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Original Russian Text © V.F. Chistyakov, 2011, published in Sibirskii Zhurnal Vychislitel’noi Matematiki, 2011, Vol. 14, No. 4, pp. 443–456.
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Chistyakov, V.F. Preservation of stability type of difference schemes when solving stiff differential algebraic equations. Numer. Analys. Appl. 4, 363–375 (2011). https://doi.org/10.1134/S1995423911040082
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DOI: https://doi.org/10.1134/S1995423911040082