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.
Original language | English |
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Pages (from-to) | 285-303 |
Number of pages | 18 |
Journal | BIT Numerical Mathematics |
Volume | 33 |
Issue number | 2 |
DOIs | |
Publication status | Published - Jun 1993 |
Keywords
- stiffness
- stability
- pseudospectra
- numerical mathematics