Run time estimation of the spectral radius of Jacobians (Q801634)

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scientific article; zbMATH DE number 3880007
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    Run time estimation of the spectral radius of Jacobians
    scientific article; zbMATH DE number 3880007

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      Run time estimation of the spectral radius of Jacobians (English)
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      1984
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      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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      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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