
doi: 10.1007/bf01989751
This article investigates the performance of (explicit) one-step methods applied to stiff linear differential equations. The effects of ``freezing'' the coefficients and of diagonalizing the matrix is studied. By a series of interesting numerical experiments, it is shown that the scalar test equation \(y' = \lambda y\) does not correctly explain the behaviour of the method when the matrix of the system is highly non- normal. Evidence is given that the numerical integration of a system is in general better controlled by the pseudospectrum of the matrix than by its spectrum.
Multiple scale methods for ordinary differential equations, pseudospectrum, Nonlinear ordinary differential equations and systems, stability, Numerical methods for initial value problems involving ordinary differential equations, 510, Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, stiff linear differential equations, one-step methods, numerical experiments, Stability and convergence of numerical methods for ordinary differential equations, Mathematics, performance
Multiple scale methods for ordinary differential equations, pseudospectrum, Nonlinear ordinary differential equations and systems, stability, Numerical methods for initial value problems involving ordinary differential equations, 510, Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations, stiff linear differential equations, one-step methods, numerical experiments, Stability and convergence of numerical methods for ordinary differential equations, Mathematics, performance
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