The stiffness in some systems of nonlinear differential equations is shown to be characterized by single stiff equations of the form y' = g'(x) + \\y g(x)\. The stability and accuracy of numerical approximations to the solution v = g(x), obtained using implicit one-step integration methods, are studied. An S-stability property is introduced for this problem, generalizing the concept of /4-stabi...

The importance of delay differential equations (DDEs), in modelling mathematical biological, engineering and physical problems, has motivated searchers to provide efficient numerical methods for solving such important type of differential equations. Most of these types of differential models are stiff, and suitable numerical methods must be introduced to simulate the solutions. In this paper, w...

Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-square stable) stiff stochastic differential equations. Standard explicit methods, as for example the EulerMaruyama method, face severe stepsize...

Runge-Kutta methods are an important family of implicit and explicit iterative methods used for the approximation of solutions of ordinary differential equations. Explicit RungeKutta methods are unsuitable for the solution of stiff equations as their region of stability is small. Stiff equation is a differential equation for which certain numerical methods for solving the equation are numerical...

We present and analyze a new class of numerical methods for the solution of stiff stochastic differential equations (SDEs). These methods, called S-ROCK (for stochastic orthogonal Runge–Kutta Chebyshev), are explicit and of strong order 1 and possess large stability domains in the mean-square sense. For mean-square stable stiff SDEs, they are much more efficient than the standard explicit metho...

Reaction-Advection-Diffusion problems occurring in Air Pollution Models have very stiff reaction terms and moderately stiff vertical mixing (diffusion and cloud transport) terms which both should be integrated implicitly in time. Standard implicit time stepping is by far too expensive for this type of problems whereas widely used splitting techniques may lead to unacceptably large errors for fa...

We prove optimal convergence estimates for eigenvalues and eigenvectors of a class of singular/stiff perturbed problems. Our profs are constructive in nature and use (elementary) techniques which are of current interest in computational Linear Algebra to obtain estimates even for eigenvalues which are in gaps of the essential spectrum. Further, we also identify a class of “regular” stiff pertur...