Talk:Stiff equation

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Is it large?[edit]

"with the Jacobian of f having at least one eigenvalue $m$ ∈ C and $|m|$ is large."

How mathematically to define if $m$ is large? —Preceding unsigned comment added by 129.175.51.75 (talk) 13:53, 7 August 2009 (UTC)[reply]

I believe I have answered your question. See "Stiffness ratio, Characterization of stiffness, and Etymology" below. Anita5192 (talk) 06:49, 7 November 2011 (UTC)[reply]

In the same sentence: are we sure we are using the correct C symbol here: this one means "set of continuous functions" but perhaps we meant "set of complex numbers" as I don't see how an eigenvalue could be a function. Thanks. Erwan 79.80.42.47 (talk) 16:00, 7 March 2010 (UTC)[reply]

Useful new section?[edit]

Personally I would find it very useful if there was a section that stated which methods are commonly used with stiff equations/systems. It is my understanding from the article that one of the more stable methods is the Trapezoid Method though I could be wrong as the article isn't very clear for people with a mid range math knowledge. —Preceding unsigned comment added by 161.65.16.253 (talk) 04:55, 5 August 2009 (UTC)[reply]

Stability for RK4 Methods[edit]

The table of stability polynomials for the various RK4 methods (different B coefficients) appears to be erroneous. To quote Ascher and Petzold, 1998, SIAM, p88:

"Thus we note that all p-stage explicit Runge-Kutta methods of order p [which the RK4 method in question is] have the same regions of absolute stability"

Namely, this region is 1 + z + z^2/2 + z^3/6 + z^4/24.

Moreover, Hairer & Wanner, 1996, Springer, p17 equation (2.12) arrives at the very same conclusion.

--EvilGuru (talk) 23:51, 10 November 2010 (UTC)[reply]

Nonlinear case.[edit]

I just rephrased a bunch of the introduction. I was left with this, though, which I think needs more details:

Generalizing to the nonlinear case, the equation

\mathbf {y} '=\mathbf {f} (\mathbf {y} ,t),

is stiff if the Jacobian of f has at least one eigenvalue,

m\in \mathbb {C}

, for which

|m|

is large.

But "large" needs to be with respect to something. In the linear case, $y'=Ky+f(t)$ , the Jacobian of $f(y,t)$ is really a matrix with K as a left block and the identity as the right block (that is, $y'=[KI][y^{\top }f(t)^{\top }]^{\top }$ ). With just that, then we would be talking about m as an eigenvalue of the left block of J rather than of all of J. It seems like what really matters is if any eigenvalues, m, of the left block of J (the block with $\partial y'_{i}/\partial y_{j}$ terms) to the eigenvalue, λ of the $\partial y'_{i}/\partial t$ column... Maybe I just answered my question. Of course, what is "large" when comparing different units... hmmm... —Ben FrantzDale (talk) 18:28, 12 November 2010 (UTC)[reply]

I believe I have answered your question. See "Stiffness ratio, Characterization of stiffness, and Etymology" below. Anita5192 (talk) 06:51, 7 November 2011 (UTC)[reply]

CFL and Neuman[edit]

Don't CFL and Neuman deserve some kind of mention with regards to the stability analysis? Or am I missing something terribly? 192.16.184.140 (talk) 13:44, 20 December 2010 (UTC)[reply]

This is about ODEs and not about PDEs. --P. Birken (talk) 15:48, 13 August 2011 (UTC)[reply]

Additions of User:Ramiamro[edit]

A while ago, Ramiamro and an IP (probably him) added a couple of sections, which I just removed. The first one was concerned with general definitions for methods for IVPs. The second one with an obscure example taken from a very specific article that has not really anything to do with stiffness, but just with the stability domain, for which already the instructive example of the explicit Euler and the trapezoidal rule is given. Finally, a section about plotting stability domains, which was first of all wrong and second again is not about stiffness in the first place, but again about stability domains. Best, --P. Birken (talk) 15:53, 13 August 2011 (UTC)[reply]

Stiffness ratio, Characterization of stiffness, and Etymology[edit]

I just added some new material to clarify the stiffness concept to readers and to answer some questions of the other editors.

A second paragraph has been added to the Introduction, introducing some additional concepts.

A new section, Stiffness ratio introduces and defines the stiffness ratio and how it encapsulates the behavior of the transient components of the solution to a class of differential systems.

The existing section, Characterization of stiffness previously claimed that an equation is stiff if, for an eigenvalue m, | m | is large. I have never seen this in the literature, so I replaced it with what I have seen in several places in the literature: that, among other things, an eigenvalue has negative real part. What was correct in this section I absorbed into the new section, Stiffness ratio. This section now describes several empirical statements about the phenomenon of stiffness and explains somewhat the vagueness of these statements.

A new section, Etymology explains possible sources of the name stiffness, and builds upon material in the earlier sections by using that material to construct an example which demonstrates a correlation between the physical stiffness of a physical system and the mathematical stiffness of its associated differential system. The notion of large is briefly explained.

Several new References have been added and some footnotes refering to them to support claims made in the text. Anita5192 (talk) 06:46, 7 November 2011 (UTC)[reply]

"the step size is taken to be extremely small"[edit]

I just reverted an edit of the grammar in the lead. Here is why: Granted, the phrase, "the step size is taken to be extremely small" may seem a little unusual, it is still correct grammar because the experimenter is indeed "taking" a particular step size. It may make sense to change "taken" to something else, e.g. "chosen" or "selected." But "the step size taken is to be extremely small" is simply far too awkward, which is my justification for reverting it. As the phrase now stands, I believe it is the most accurate and smoothest description of the usage of step size. — Anita5192 (talk) 16:12, 8 November 2013 (UTC)[reply]

Definition of stiffness[edit]

Hello, this definition can maybe define more mathematically the stiffness:

A differential equations system
 ${\frac {\mathrm {d} u}{\mathrm {d} t}}=F(u)$ 
is said stiff if:
 $\exists (\lambda _{1},\lambda _{2})\in \operatorname {Sp} (\mathrm {D} F(u)),\,|\lambda _{1}|<<|\lambda _{2}|$ 
where  $\operatorname {Sp} (M)$  is the spectrum of the matrix  $M$ .

This definition comes from the French wikipedia. This definition is close to the first point of the "Characterization of stiffness" paragraph, but seems to me a bit different. Any simple counter-example is welcome. Wikini (talk) 11:58, 28 April 2015 (UTC)[reply]

This is nothing new. This is simply a part of the definition of stiffness ratio, which is one characterization of stiffness. Some authors argue that stiffness is difficult to define precisely. — Anita5192 (talk) 18:17, 28 April 2015 (UTC)[reply]

Yes, indeed. Actually, I would like to know if there is a (well-known) counter-example that shows that this definition is not sufficient, so I can use it (in both English and French wikipedia). Wikini (talk) 09:02, 29 April 2015 (UTC)[reply]

Assessment comment[edit]

The comment(s) below were originally left at Talk:Stiff equation/Comments, and are posted here for posterity. Following several discussions in past years, these subpages are now deprecated. The comments may be irrelevant or outdated; if so, please feel free to remove this section.

Needs better discussion of what "stiffness" entails. Add other stability properties like B-stability and nonlinear stability. Mention order reduction. -- Jitse Niesen (talk) 15:09, 12 June 2007 (UTC)[reply]

Last edited at 15:09, 12 June 2007 (UTC). Substituted at 02:36, 5 May 2016 (UTC)