Numerical methods of boundary layer type for stiff systems of differential equations

Abstract

Stiff systems of ordinary differential equations are difficult to deal with numerically. There is an equivalence between a subclass of stiff systems and differential equations subjected to singular perturbations. We use the characterization of the solution of this class of equations in terms of boundary layers as a means of generating numerical procedures for solving the stiff equations. The numerical procedures have the desirable feature of improving with increasing stiffness. © 1973 Springer-Verlag.