Recognizing a stiff differential equation
Numerical integration of stiff differential equations
Article REF: AF653 V1
Recognizing a stiff differential equation
Numerical integration of stiff differential equations

Authors : Ernst HAIRER, Gerhard WANNER

Publication date: October 10, 2007 | Lire en français

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1. Recognizing a stiff differential equation

Stiff differential equations, written in autonomous form, are systems of differential equations :

y˙=f(y)y(t0)=y0

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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