Contractivity for Linear Problems

  • Ernst Hairer
  • Gerhard Wanner
Part of the Springer Series in Computational Mathematics book series (SSCM, volume 14)

Abstract

The stability analysis of the preceeding sections is based on the transformation of the Jacobian J ≈ ∂f / ∂y to diagonal form (see Formulas (2.5), (2.6) of Sect. IV.2). Especially for large-dimensional problems, however, the matrix which performs this transformation may be badly conditioned and destroy all the nice estimations which have been obtained.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1996

Authors and Affiliations

  • Ernst Hairer
    • 1
  • Gerhard Wanner
    • 1
  1. 1.Section de Mathématiques, C.P. 240Université de GenèveGenève 24Switzerland

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