Stiffness detection and estimation of dominant spectrum with explicit Runge-Kutta methods

Authors:
Kersti Ekeland;Brynjulf Owren;Eivor Øines
Affiliations:
The Norwegian University of Science and Technology;The Norwegian University of Science and Technology;The Norwegian University of Science and Technology
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1998

Citing 5
Cited 0

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Abstract

A new stiffness detection scheme based on explicit Runge-Kutta methods is proposed. It uses a Krylov subspace approximation to estimate the eigenvalues of the Jacobian of the differential system. The numerical examples indicate that this technique is a worthwhile alternative to other known stiffness detection schemes, especially when the systems are large and when it is desirable to know more about the spectrum of the Jacobian than just the spectral radius.