Run time estimation of the spectral radius of Jacobians (Q801634)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Run time estimation of the spectral radius of Jacobians |
scientific article |
Statements
Run time estimation of the spectral radius of Jacobians (English)
0 references
1984
0 references
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.
0 references
stiffness detection
0 references
power method
0 references
spectral radius
0 references
linear multistep method
0 references
Runge-Kutta method
0 references
Rosenbrock method
0 references
