Stiffness and boundary-value problems#

Why explicit integrators stall on stiff systems: Dahlquist’s A-stability, Curtiss and Hirschfelder’s BDF, Robertson’s stiff kinetics, Radau IIA implicit Runge-Kutta, and boundary-value problems by collocation.

Dahlquist’s A-stability: backward Euler vs RK4

Dahlquist's A-stability: backward Euler vs RK4

Curtiss and Hirschfelder: stiffness and BDF

Curtiss and Hirschfelder: stiffness and BDF

Robertson’s stiff chemical kinetics

Robertson's stiff chemical kinetics

Butcher, Ehle and Radau IIA: L-stable implicit Runge-Kutta

Butcher, Ehle and Radau IIA: L-stable implicit Runge-Kutta

De Boor and Swartz: collocation for boundary-value problems

De Boor and Swartz: collocation for boundary-value problems