Chaotic Behavior of Stiff ODEs and Their Derivatives: An Illustrative Example
arXiv:1610.033581.24 citationsh-index: 27
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It highlights a fundamental issue in numerical analysis for researchers working with stiff ODEs and their derivatives.
The paper demonstrates that numerical differentiation of stiff ODEs can introduce computational noise, causing deterministic systems to exhibit chaotic behavior.
In the following, an illustrative example concerning difficulties in differentiating stiff ODEs is presented. In the given example, the solution of a completely deterministic system becomes chaotic due to computational noise introduced by the numerical algorithm.