Topic 14.6: Stiff Differential Equations

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There are a certain class of differential equations which the four numerical solvers we have looked at (Euler, Heun, RK4 and RKF45) are numerically unstable. Unfortunately, this class of problems is difficult to define, though they appear quite regularly within the field of electrical engineering. This topic is mostly here to make you aware of such problems and to help you possibly recognize such situations. We will look at one solver in particular — a modification of Euler's method — to solve such problems.

I'd like to thank Allan Wittkopf for his suggestions and help.


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