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.