Stiffness of ODEs (Q688634): Difference between revisions

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Stiffness of ODEs
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    Stiffness of ODEs (English)
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    28 February 1994
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    This article investigates the performance of (explicit) one-step methods applied to stiff linear differential equations. The effects of ``freezing'' the coefficients and of diagonalizing the matrix is studied. By a series of interesting numerical experiments, it is shown that the scalar test equation \(y' = \lambda y\) does not correctly explain the behaviour of the method when the matrix of the system is highly non- normal. Evidence is given that the numerical integration of a system is in general better controlled by the pseudospectrum of the matrix than by its spectrum.
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    stability
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    performance
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    one-step methods
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    stiff linear differential equations
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    numerical experiments
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    pseudospectrum
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