Order Results of General Linear Methods for Multiply Stiff Singular Perturbation Problems

Abstract

In this paper we analyze the error behavior of general linear methods applied to some classes of one-parameter multiply stiff singularly perturbed problems. We obtain the global error estimate of algebraically and diagonally stable general linear methods. The main result of this paper can be viewed as an extension of that obtained by Xiao [13] for the case of Runge-Kutta methods.