M. Bader, A NEW TECHNIQUE FOR THE EARLY DETECTION OF STIFFNESS IN COUPLED DIFFERENTIAL-EQUATIONS AND APPLICATION TO STANDARD RUNGE-KUTTA ALGORITHMS, Theoretical chemistry accounts, 99(4), 1998, pp. 215-219
Higher-order Runge-Kutta (RK) algorithms employing local truncation er
ror (LTE) estimates have had very limited success in solving stiff dif
ferential equations. These LTEs do not recognize stiffness until the r
egion of instability has been crossed after which no correction is pos
sible. A new technique has been designed, using the local stiffness fu
nction (LSF), which can detect stiffness very early before instability
occurs. The LSF is a normalized dimensionless ratio which is essentia
lly based on the product of the step size and the geometric mean of al
l the slopes. It is exceedingly sensitive to the onset of stiffness. T
ogether, the LSF and the LTE form a complementary pair which can coope
rate to help solve some mildly stiff equations which were previously i
ntractable to RK algorithms alone. Examples are given of implementatio
n and LSF performance.