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Referring to ordinary differential equations that require an extremely small timestep to guarantee numerical stability.

2 votes
0 answers
50 views

Equivalent of multiple-scale analysis for a linear ODE

I came across the method of multiple-scale analysis and was intrigued, because I am trying to solve a linear ODE with multiple characteristic timescales. When I apply the method as described, say, her …
emprice's user avatar
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2 votes
1 answer
1k views

What is the state of the art in solving stiff initial value problems?

I'm looking for current references on solving stiff ODEs. Most of what I know (say, BDF methods) apparently date back to the 1980's, and I feel like a lot of progress should have been made in that tim …
emprice's user avatar
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