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Error Propagation in Stiff Differential Systems of Singular Perturbation Type

机译:奇异摄动型刚性微分系统的误差传播

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摘要

A nonautonomous linear system is taken as a model problem for the investigation of the error propagation in the discretization of a stiff differential equation of singular perturbation type: dy/dt = f(t,y,z); epsilon dz/dt = g(t,y,z) epsilon is much less than 1. A partitioned analysis of the error propagation is given, using the theory of G-contractivity. Results show that it is advantageous to use different methods for the two subsystems. The method used for the second equation need only have good stability properties while the other method can be chosen primarily to give high accuracy.

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