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Digitale Medien

Stiffness of ODEs (1993)

Higham, Desmond J. ; Trefethen, Lloyd N.

Springer

BIT 33 (1993), S. 285-303

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Details

ISSN: 1572-9125

Schlagwort(e): 65L05 ; stiffness ; stability ; pseudospectra

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract It is argued that even for a linear system of ODEs with constant coefficients, stiffness cannot properly be characterized in terms of the eigenvalues of the Jacobian, because stiffness is a transient phenomenon whereas the significance of eigenvalues is asymptotic. Recent theory from the numerical solution of PDEs is adapted to show that a more appropriate characterization can be based upon pseudospectra instead of spectra. Numerical experiments with an adaptive ODE solver illustrate these findings.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/BF01989751

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