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Master's Thesis
Author of thesis: Ethan Joseph Stafford
Acad. year: 2025/2026
Supervisor: doc. Ing. Petr Tomášek, Ph.D.
Reviewer: Ing. Petra Rozehnalová, Ph.D.
Many practical ordinary differential equations show a puzzling phenomena when attempting to approximate them: stiffness, which is both well understood and completely undefined in the current literature. It is known that when a problem is stiff, more simple and conventional numerical methods of approximation will have huge computational demands in order to approximate the problem. This comes from these simpler, explicit methods having finite regions of absolute stability. Methods with infinite regions of absolute stability, on the other hand, are much more efficient at approximating these stiff problems. Although less efficient for problems that are not stiff, they are greatly useful for approximating problems when they are known to be stiff. But how do we know if the stiff in the first place? We cannot apply the definition of a stiff problem to check; it has no agreed upon definition. This thesis instead chose to analyze for stiffness based on the characteristics that stiff problems tend to exhibit. We used and implemented into MATLAB three common approaches: the step ratio approach, the eigenvalue ratio approach, and the stiffness indicator approach. We then applied these approaches on multiple initial value problems to analyze for stiffness, including linear and non-linear systems, as well as two chaos systems. Our analysis revealed that some of the approaches implemented were better fitted for certain types of problems than others, and that the results of the analysis also showed multiple systems’ stiffness changing in correlation with one or multiple of its state variables. The two chaos systems also saw oscillatory behavior within the stiffness of their solutions, changing in frequency as function parameters were altered.
Ordinary Differential Equation, Stiffness, Numerical Methods.
Date of defence
16.06.2026
Result of the defence
Defended (thesis was successfully defended)
Grading
B
Process of defence
The student presented his work on the topic “Stiff Problems: Numerical Analysis and Solution”. The Secretary then read the reviews of both the supervisor and the opponent. The student responded adequately to the opponent’s questions. Mgr. Jitka Zatočilová, Ph.D., asked about the names of MATLAB methods and their meanings. The student was able to respond. Prof. Raffaele D’Ambrosio asked the student about the implementation of his own methods.
Language of thesis
English
Faculty
Fakulta strojního inženýrství
Department
Institute of Mathematics
Study programme
Applied and Interdisciplinary Mathematics (N-AIM-A)
Composition of Committee
doc. Ing. Luděk Nechvátal, Ph.D. (předseda) prof. RNDr. Josef Šlapal, CSc. (místopředseda) Mgr. Jitka Zatočilová, Ph.D. (člen) doc. Ing. Jiří Šremr, Ph.D. (člen) prof. RNDr. Miloslav Druckmüller, CSc. (člen) Prof. Raffaele D'Ambrosio (člen)
Supervisor’s reportdoc. Ing. Petr Tomášek, Ph.D.
Grade proposed by supervisor: B
Reviewer’s reportIng. Petra Rozehnalová, Ph.D.
Grade proposed by reviewer: B
Responsibility: Mgr. et Mgr. Hana Odstrčilová