An implicit scheme to solve a system of ODEs arising from the space discretization of nonlinear diffusion equations
In this article, we consider the initial value problem which is obtained after a space discretization (with space step ) of the equations governing the solidification process of a multicomponent alloy. We propose a numerical scheme to solve numerically this initial value problem. We prove an error estimate which is not affected by the step size chosen in the space discretization. Consequently, our scheme provides global convergence without any stability condition between and the time step size...