Extrapolation at stiff differential equations.

Asymptotic expansions of the global error of numerical methods are well-understood, if the differential equation is non-stiff. This paper is concerned with such expansions for the implicit Euler method, the linearly implicit Euler method and the linearly implicit mid-point rule, when they are applied to stiff differential equations. In this case perturbation terms are present, whose dominant one is given explicitly. This permits us to better understand the behaviour of extrapolation methods at stiff differential equations. Numerical examples, supporting the theoretical results, are included. [ABSTRACT FROM AUTHOR]