Stiffness of ODEs (Q688634)

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.