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Stiff differential equations

dragunovdenis edited this page Mar 19, 2015 · 2 revisions

In mathematics, a stiff equation is a differential equation for which certain numerical methods for solving the equation are numerically unstable, unless the step size is taken to be extremely small. It has proven difficult to formulate a precise definition of stiffness, but the main idea is that the equation includes some terms that can lead to rapid variation in the solution ( see http://en.wikipedia.org/wiki/Stiff_equation).

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