For many classes of methods (certainly for the class of linear multistep methods). A-stability, and even A(0)-stability, imply implicitness. Thus, for a linear multistep method for example, we must solve, at each integration step, a set of simultaneous non-linear equations of the form
 |
(9.3) |
where is a known vector.
Predictor-Corrector Techniques
Predictor-Corrector techniques prove to be inadequate when the system is stiff. If we attempt to use a or mode with fixed , then. The absolute stability region of the method is no longer that of the corrector alone-in general, the or stability is lost. Nor is the mode of correcting to convergence feasible since is order that the iteration should converge we would require that
 |
(9.4) |
where is the Lipschitz constant of with respect to . We know that when the system is stiff, this Lipschitz constant is very large and consequently (9.4) imposes a severe restriction on step length; in practice it is of the same order of severity as that imposed by stability requirements when a method with a finite region of absolute stability is employed. |