3. Methods for special problems
In practice, we often come across very large stiff differential equations for which numerical solution of the nonlinear system using the implicit method is very costly or even impossible. It also happens that the stiffness of the differential equation is present only in a small part of the equation, so we'd like to take advantage of this situation. This section presents some interesting approaches to these particular problems.
According to the Jeltsch-Nevanlinna theorem mentioned in paragraph
, there is no explicit method that is superior, from the point of view of stability, to any other explicit method for all problems. However, in the presence of information on the location of the eigenvalues,...
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Methods for special problems