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Stiffness detection and estimation of dominant spectrum with explicit Runge-Kutta methods
Ekeland K., Owren B., Øines E. ACM Transactions on Mathematical Software24 (4):368-382,1998.Type:Article
Date Reviewed: Apr 1 1999

The authors attempt to recognize when an initial-value problem for a system of ordinary differential equations is stiff by approximating the dominant eigenvalues of local  Jacobians.  They use Arnoldi’s method and the observation that the stages of an explicit Runge-Kutta method approximate a basis for a Krylov subspace of the Jacobian.

Reviewer:  L. Shampine Review #: CR122158 (9904-0276)
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Initial Value Problems (G.1.7 ... )
 
 
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