Stiffness of ODEs

DOI10.1007/BF01989751zbMath0782.65091MaRDI QIDQ688634

Desmond J. Higham, Lloyd N. Threfethen

Publication date: 28 February 1994

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

performancestabilitynumerical experimentspseudospectrumone-step methodsstiff linear differential equations

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Multiple scale methods for ordinary differential equations (34E13)

Related Items

Runge-Kutta stability on a Floquet problem, Piecewise-linearized methods for initial-value problems, Equilibrium states of adaptive algorithms for delay differential equations, Spatiotemporal pattern formations in stiff reaction-diffusion systems by new time marching methods, Stability and non-normality of the \(k-\epsilon\) equations, Computing the field of values and pseudospectra using the Lanczos method with continuation, On alternating maximization algorithm for computing the hump of matrix powers, \textit{A posteriori} error estimation for the spectral deferred correction method, Automated translation and accelerated solving of differential equations on multiple GPU platforms, A coupled implicit-explicit time integration method for compressible unsteady flows, Analysis of a Chebyshev-based backward differentiation formulae and relation with Runge–Kutta collocation methods, Observations on evolutionary models with (or without) time lag, and on problematical paradigms, Exponential fitted Gauss, Radau and Lobatto methods of low order, Stable spectral collocation solutions to a class of Benjamin Bona Mahony initial value problems, Adaptive Time Stepping Methods Within a Data Assimilation Framework Applied to Non-isothermal Flow Dynamics, Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE, Accelerating the convergence of spectral deferred correction methods, ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS, Exponential fitting BDF-Runge-Kutta algorithms, Second-order stabilized explicit Runge-Kutta methods for stiff problems, Constraint partitioning for structure in path-constrained dynamic optimization problems, Unnamed Item, Reactivity and transient dynamics of discrete-time ecological systems, Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients, Topological analysis of eigenvalues in engineering computations, Transient dynamics and pattern formation: Reactivity is necessary for Turing instabilities, Stiffness 1952--2012: sixty years in search of a definition, Stability of the method of lines, Slow attractive canonical invariant manifolds for reactive systems

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lax-stability of fully discrete spectral methods via stability regions and pseudo-eigenvalues
• Eigenvalues and pseudo-eigenvalues of Toeplitz matrices
• Runge-Kutta stability on a Floquet problem
• Absolute monotonicity of polynomials occuring in the numerical solution of initial value problems
• On the Use of Stability Regions in the Numerical Analysis of Initial Value Problems
• Equilibrium states of Runge Kutta schemes
• Equilibrium states of Runge-Kutta schemes: part II
• An Instability Phenomenon in Spectral Methods
• Analysis of Stepsize Selection Schemes for Runge-Kutta Codes
• Über Die Stabilitätsdefinition Für Differenzengleichungen Die Partielle Differentialgleichungen Approximieren
• Analysis of error growth for explicit difference schemes in conduction-convection problems
• Difference Methods for Stiff Ordinary Differential Equations
• From the Buffon Needle Problem to the Kreiss Matrix Theorem