Schur Decomposition for Stiff Differential Equations
A quantitative definition of numerical stiffness for initial value problems is proposed. Exponential integrators can effectively integrate linearly stiff systems, but they become expensive when the linear coefficient is a matrix, especially when the time step is adapted to maintain a prescribed loca...
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Main Authors | , |
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Format | Journal Article |
Language | English |
Published |
21.05.2023
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Subjects | |
Online Access | Get full text |
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Summary: | A quantitative definition of numerical stiffness for initial value problems
is proposed. Exponential integrators can effectively integrate linearly stiff
systems, but they become expensive when the linear coefficient is a matrix,
especially when the time step is adapted to maintain a prescribed local error.
Schur decomposition is shown to avoid the need for computing matrix
exponentials in such simulations, while still circumventing linear stiffness. |
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DOI: | 10.48550/arxiv.2305.12488 |