Stiiness of Odes

نویسندگان

  • Desmond J. Higham
  • Lloyd N. Trefethen
چکیده

It is argued that even for a linear system of ODEs with constant coeecients, stiiness cannot properly be characterized in terms of the eigenvalues of the Jacobian, because stiiness is a transient phenomenon whereas the signiicance of eigenvalues is asymp-totic. 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 ndings.

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تاریخ انتشار 1993