The numerical solution of stiff differential equations

Abstract

This paper first discusses the conditions in which a set of differential equations should give stable solutions, starting with linear systems assuming that these do not differ greatly in this respect from non-linear systems. Methods of investigating the stability of particular systems are briefly discussed. Most real biochemical systems are known from observation to be stable, but little is known of the regions over which stability persists; moreover, models of biochemical systems may not be stable, because of inaccurate choice of parameter values. The separate problem of stability and accuracy in numerical methods of approximating the solution of systems of non-linear equations is then treated. Stress is laid on the consistently unsatisfactory results given by explicit methods for systems containing “stiff” equations, and implicit multistep methods are particularly recommended for this class of problem, which is likely to include many biochemical model systems. Finally, an iteration procedure likely to give convergence both in multistep methods and in the steady-state approach is recommended, and areas in which improvement in methods is likely to occur are outlined.