Run time estimation of the spectral radius of Jacobians (Q801634): Difference between revisions

Methods for solving initial value problems for ordinary differential equations are considered. Stiffness is indicated by the Jacobian having some large eigenvalues. In the present contribution it is discussed how a few iterations of the power method can be used to estimate the spectral radius of the Jacobian, during the course of applying a linear multistep method, a Runge-Kutta method and a Rosenbrock method.

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zbMATH Keywords

stiffness detection

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power method

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spectral radius

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linear multistep method

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Runge-Kutta method

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Rosenbrock method

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reviewed by

Axel Ruhe

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describes a project that uses

IMPEX

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MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/0377-0427(84)90006-2

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cites work

Coefficients for the study of Runge-Kutta integration processes

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Two classes of explicit generalized runge-kutta processes for non- stiff systems of ordinary differential equations

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An L(alpha)-stable fourth order Rosenbrock method with error estimator

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A comparison of some ODE solvers which require Jacobian evaluations

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Comparing numerical methods for stiff systems of O.D.E:s

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Q4134790

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A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations

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Numerical solution of ordinary differential equations

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Q5514782

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A type-insensitive ODE code based on second derivative formulas

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Stiffness and Nonstiff Differential Equation Solvers, II: Detecting Stiffness with Runge-Kutta Methods

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Q3872037

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Type-Insensitive ODE Codes Based on Implicit A(α)-Stable Formulas

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Implementation of Rosenbrock Methods

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Detecting stiffness with the Fehlberg (4,5) formulas

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Q4117285

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Starting step size for an ODE solver

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Dynamic adaptive selection of integration algorithms when solving ODE's

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Identifiers

zbMATH Open document ID

0552.65039

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DOI

10.1016/0377-0427(84)90006-2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:801634

@@ Property / reviewed by @@
+Axel Ruhe
@@ Property / reviewed by: Axel Ruhe / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+IMPEX
@@ Property / describes a project that uses: IMPEX / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0377-0427(84)90006-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2010056842
@@ Property / OpenAlex ID: W2010056842 / rank @@
+Normal rank
@@ Property / cites work @@
+Coefficients for the study of Runge-Kutta integration processes
+Normal rank
@@ Property / cites work @@
+Two classes of explicit generalized runge-kutta processes for non- stiff systems of ordinary differential equations
+Normal rank
@@ Property / cites work @@
+An L(alpha)-stable fourth order Rosenbrock method with error estimator
+Normal rank
@@ Property / cites work @@
+A comparison of some ODE solvers which require Jacobian evaluations
+Normal rank
@@ Property / cites work @@
+Comparing numerical methods for stiff systems of O.D.E:s
+Normal rank
@@ Property / cites work @@
+Q4134790
@@ Property / cites work: Q4134790 / rank @@
+Normal rank
@@ Property / cites work @@
+A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical solution of ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Q5514782
@@ Property / cites work: Q5514782 / rank @@
+Normal rank
@@ Property / cites work @@
+A type-insensitive ODE code based on second derivative formulas
+Normal rank
@@ Property / cites work @@
+Stiffness and Nonstiff Differential Equation Solvers, II: Detecting Stiffness with Runge-Kutta Methods
+Normal rank
@@ Property / cites work @@
+Q3872037
@@ Property / cites work: Q3872037 / rank @@
+Normal rank
@@ Property / cites work @@
+Type-Insensitive ODE Codes Based on Implicit A(α)-Stable Formulas
+Normal rank
@@ Property / cites work @@
+Implementation of Rosenbrock Methods
@@ Property / cites work: Implementation of Rosenbrock Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting stiffness with the Fehlberg (4,5) formulas
+Normal rank
@@ Property / cites work @@
+Q4117285
@@ Property / cites work: Q4117285 / rank @@
+Normal rank
@@ Property / cites work @@
+Starting step size for an ODE solver
@@ Property / cites work: Starting step size for an ODE solver / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic adaptive selection of integration algorithms when solving ODE's
+Normal rank