Abstract. This paper presents an analysis of the modified Newton method as it is used in codes implementing implicit formulae for integrating stiff ordinary differential equations. We prove that near a smooth solution of the differential system, when the Jacobian is essentially negative dominant and slowly varying, the modified Newton iteration is contractive, converging to the locally unique solution-whose existence is hereby demonstrated-of the implicit equations. This analysis eliminates several common restrictive or unrealistic assumptions, and provides insight for the design of robust codes.
V l+k1) l+k2There is an initial transient of duration 0(|/l_1|log|A|), after which the term e ' is not active and the solution is as smooth as cos t. Under suitable conditions, see [29] and infra, solutions of the stiff timevarying linear system