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Mathematics of Computation

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A method of skipping the transient phase in the solution of separably stiff ordinary initial value problems

Author: Peter Alfeld
Journal: Math. Comp. 35 (1980), 1173-1176
MSC: Primary 65L05
MathSciNet review: 583493
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Abstract: Stiff systems of ordinary differential equations are characterized by an initial phase in which the solution changes rapidly. Often there is no interest in reproducing this transient phase. A method is proposed for modifying the initial value if the system of differential equations is separably stiff, i.e. is characterized by the occurrence of a few (typically one) large negative real eigenvalues which dominate the others. The modified system does not possess a transient phase, and in the constant coefficient linear case its solution does not differ from that of the original one in the nonstiff components.

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Keywords: Stiff ordinary differential equations, numerical analysis, separably stiff systems, transient phase
Article copyright: © Copyright 1980 American Mathematical Society