Higham, D.J. and Trefethen, L.N. (1993) Stiffness of ODEs. BIT Numerical Mathematics, 33 (2). pp. 285-303. ISSN 0006-3835Full text not available in this repository. (Request a copy from the Strathclyde author)
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.
|Keywords:||stiffness, stability, pseudospectra, numerical mathematics, Mathematics|
|Subjects:||Science > Mathematics|
|Department:||Faculty of Science > Mathematics and Statistics|
|Depositing user:||Ms Sarah Scott|
|Date Deposited:||15 Mar 2006|
|Last modified:||29 Apr 2016 07:16|