A Test for Instability in the Numerical Solution of Ordinary Differential Equations

  • Authors:

  • Fred T. Krogh

  • Affiliations:

  • TRW Systems, Redondo Beach, California

  • Venue:
  • Journal of the ACM (JACM)
  • Year:
  • 1967

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Abstract

A procedure is described to test the individual components of the numerical solution to a system of differential equations for relative instability. Although the test is based on the theory for linear differential equations, it has also worked for nonlinear problems. Extra computation is negligible; the test involves checking the signs of previously computed numbers