Stiffness 1952-2012: Sixty years in search of a definition

Verfasser / Beitragende:
[Gustaf Söderlind, Laurent Jay, Manuel Calvo]
Ort, Verlag, Jahr:
2015
Enthalten in:
BIT Numerical Mathematics, 55/2(2015-06-01), 531-558
Format:
Artikel (online)
ID: 605497192
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024 7 0 |a 10.1007/s10543-014-0503-3  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10543-014-0503-3 
245 0 0 |a Stiffness 1952-2012: Sixty years in search of a definition  |h [Elektronische Daten]  |c [Gustaf Söderlind, Laurent Jay, Manuel Calvo] 
520 3 |a Although stiff differential equations is a mature area of research in scientific computing, a rigorous and computationally relevant characterization of stiffness is still missing. In this paper, we present a critical review of the historical development of the notion of stiffness, before introducing a new approach. A functional, called the stiffness indicator, is defined terms of the logarithmic norms of the differential equation's vector field. Readily computable along a solution to the problem, the stiffness indicator is independent of numerical integration methods, as well as of operational criteria such as accuracy requirements. The stiffness indicator defines a local reference time scale $$\Delta t$$ Δ t , which may vary with time and state along the solution. By comparing $$\Delta t$$ Δ t to the range of integration $$T$$ T , a large stiffness factor $$T/\Delta t$$ T / Δ t is a necessary condition for stiffness. In numerical computations, $$\Delta t$$ Δ t can be compared to the actual step size $$h$$ h , whose stiffness factor $$h/\Delta t$$ h / Δ t depends on the choice of integration method. Thus $$\Delta t$$ Δ t embodies the mathematical aspects of stiffness, while $$h$$ h accounts for its numerical and operational aspects.To demonstrate the theory, a number of highly nonlinear test problems are solved. We show, inter alia, that the stiffness indicator is able to distinguish the complex and rapidly changing behavior at (locally unstable) turning points, such as those observed in the van der Pol and Oregonator equations. The new characterization is mathematically rigorous, and in full agreement with observations in practical computations. 
540 |a Springer Science+Business Media Dordrecht, 2014 
690 7 |a Initial value problems  |2 nationallicence 
690 7 |a Stability  |2 nationallicence 
690 7 |a Logarithmic norms  |2 nationallicence 
690 7 |a Stiffness  |2 nationallicence 
690 7 |a Stiffness indicator  |2 nationallicence 
690 7 |a Stiffness factor  |2 nationallicence 
690 7 |a Reference time scale  |2 nationallicence 
690 7 |a Step size  |2 nationallicence 
700 1 |a Söderlind  |D Gustaf  |u Centre for Mathematical Sciences, Lund University, Box 118, 22100, Lund, Sweden  |4 aut 
700 1 |a Jay  |D Laurent  |u Department of Mathematics, The University of Iowa, 14 MacLean Hall, 52242-1419, Iowa City, IA, USA  |4 aut 
700 1 |a Calvo  |D Manuel  |u Departamento de Matemática Aplicada, Pza. San Francisco s/n, Universidad de Zaragoza, 50009, Zaragoza, Spain  |4 aut 
773 0 |t BIT Numerical Mathematics  |d Springer Netherlands  |g 55/2(2015-06-01), 531-558  |x 0006-3835  |q 55:2<531  |1 2015  |2 55  |o 10543 
856 4 0 |u https://doi.org/10.1007/s10543-014-0503-3  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10543-014-0503-3  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Söderlind  |D Gustaf  |u Centre for Mathematical Sciences, Lund University, Box 118, 22100, Lund, Sweden  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Jay  |D Laurent  |u Department of Mathematics, The University of Iowa, 14 MacLean Hall, 52242-1419, Iowa City, IA, USA  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Calvo  |D Manuel  |u Departamento de Matemática Aplicada, Pza. San Francisco s/n, Universidad de Zaragoza, 50009, Zaragoza, Spain  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t BIT Numerical Mathematics  |d Springer Netherlands  |g 55/2(2015-06-01), 531-558  |x 0006-3835  |q 55:2<531  |1 2015  |2 55  |o 10543