Explicit numerical methods for solving linear ordinary differential equations lead to suboptimal results when the eigenvalues of the system matrix are negative and vary greatly. The concept of the stability function allows a classification of the stability properties of numerical methods.

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Stiff Differential Equations

  • Sören Bartels

摘要

Explicit numerical methods for solving linear ordinary differential equations lead to suboptimal results when the eigenvalues of the system matrix are negative and vary greatly. The concept of the stability function allows a classification of the stability properties of numerical methods.