Publication Details
Stiff systems in theory and practice
Pindryč Milan, Ing.
Šátek Václav, Ing., Ph.D. (DITS)
Zbořil František, doc. Ing., CSc. (DITS)
Stiff systems, Modern Taylor Series Method, Differential equations, Continous
system modelling
The words "stiff system" are used frequently in this work as it is the top topic
of it. In particular the paper deals with stiff systems of differential
equations. To solve this sort of system numerically
is a diffult task. In spite of the fact that we come across stiff systems quite
often in the common practice, it was real challenge even to find suitable
articles or other bibliography that would discuss the matter properly.
On the other hand a very interesting and promissing numerical method of solving
systems of ordinary differential equations based on Taylor series has appeared.
The question was how to harness the said "Modern Taylor Series Method" for
solving of stiff systems.
The potential of the Taylor series has been exposed by many practical experiments
and a way of detection and solution of large systems of ordinary differential
equations has been found. Generally speaking, a stiff system contains several
components, some of them are heavily suppressed while the rest remain almost
unchanged. This feature forces the used method to choose an extremely small
integration step and the progress of the computation may become very slow.
However, we often need to find out the solution in a long range. It is clear that
the mentioned
facts are troublesome and ways to cope with such problems have to be devised.
There are many (implicit) methods for solving stiff systems of ODE's, from the
most simple such as implicit Euler method to more sophisticated (implicit
Runge-Kutta methods) and finally the general linear methods. The mathematical
formulation of the methods often looks clear, however the implicit nature of
those methods implies several implementation problems. Usually a quite
complicated auxiliary system of equations has to be solved in each step. These
facts lead to immense amount of work to be done in each step of the computation.
These are the reasons why one has to think twice before using the stiff solver
and to decide between the stiff and non-stiff solver.
@inproceedings{BUT25910,
author="Jiří {Kunovský} and Milan {Pindryč} and Václav {Šátek} and František {Zbořil}",
title="Stiff systems in theory and practice",
booktitle="Proceedings of the 6th EUROSIM Congress on Modelling and Simulation",
year="2007",
pages="114--119",
publisher="ARGE Simulation News",
address="Ljubljana",
isbn="978-3-901608-32-2"
}