1. Recognizing a stiff differential equation
Stiff differential equations, written in autonomous form, are systems of differential equations :
where standard (explicit) methods prove ineffective. However, it is useful to start by presenting these methods, as they help us to understand the phenomena and difficulties involved in solving stiff problems. For more details, please refer to
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Recognizing a stiff differential equation
High-order digital integrators
References
General works
Computer programs
For solving stiff differential equations, there are some excellent public domain programs available for download from the Internet.
n http://www.unige.ch/~hairer/software.html
RADAU5 is based on an implicit Runge-Kutta method (Radau IIA, § 2.1.1) of order 5.
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Authors' Internet addresses
Ernst HAIRER
e-mail : [email protected]
Gerhard WANNER
email : [email protected]
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