Errors of linear multistep methods and Runge-Kutta methods for singular perturbation problems with delays
This paper is concerned with the error analysis of linear multistep methods and Runge-Kutta methods applied to some classes of one-parameter stiff singularly perturbed problems with delays. We derive the global error estimates of A(alpha)-stable linear multistep methods and algebraically and diagonally stable Runge-Kutta methods with Lagrange interpolation procedure. Numerical experiments confirm our theoretical analysis. (C) 2002 Elsevier Science Ltd. All rights reserved.
linear multistep methods runge-kutta methods singular perturbation problems delays error analysis interpolation