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

Author:

Ekeland Kersti1,Owren Brynjulf1,Øines Eivor1

Affiliation:

1. The Norwegian University of Science and Technology

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.

Publisher

Association for Computing Machinery (ACM)

Subject

Applied Mathematics,Software

Reference12 articles.

1. Integration of stiff equations;CURTISS C.;Proc. National Acad. Sci. U.,1952

2. DEKKER K. AND VERWER J. 1984. Runge-Kutta Methods for Stiff Nonlinear Differential Equations. North-Holland. DEKKER K. AND VERWER J. 1984. Runge-Kutta Methods for Stiff Nonlinear Differential Equations. North-Holland.

3. EKELAND K. AND ~INES E. 1996. Detecting stiffness in explicit Runge-Kutta methods. Term Project NTNU Norway. EKELAND K. AND ~INES E. 1996. Detecting stiffness in explicit Runge-Kutta methods. Term Project NTNU Norway.

4. GOLUB G. H. AND LOAN C. F.V. 1983. Matrix Computations. Oxford. GOLUB G. H. AND LOAN C. F.V. 1983. Matrix Computations. Oxford.

5. HAIRER E. AND WANNER G. 1996. Solving Ordinary Differential Equations II 2nd ed. Springer. HAIRER E. AND WANNER G. 1996. Solving Ordinary Differential Equations II 2nd ed. Springer.

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Stiff Problems;UNITEXT;2023

2. A new mesh selection strategy with stiffness detection for explicit Runge–Kutta methods;Applied Mathematics and Computation;2015-03

3. Stiffness 1952–2012: Sixty years in search of a definition;BIT Numerical Mathematics;2014-06-13

4. Conclusion;Lecture Notes in Economics and Mathematical Systems;2009-08-05

5. Fundamentals of Derivative Pricing;Lecture Notes in Economics and Mathematical Systems;2009-08-05

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3