Master's Thesis

Stiff problems - numerical analysis and solution

Final Thesis 2.17 MB Appendix 7.95 kB

Author of thesis: Ethan Joseph Stafford

Acad. year: 2025/2026

Supervisor: doc. Ing. Petr Tomášek, Ph.D.

Reviewer: Ing. Petra Rozehnalová, Ph.D.

Abstract:

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.

Keywords:

Ordinary Differential Equation, Stiffness, Numerical Methods.

Date of defence

16.06.2026

Result of the defence

Defended (thesis was successfully defended)

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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

Department

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 report
doc. Ing. Petr Tomášek, Ph.D.

The Master's thesis deals with the stiffness analysis of initial value problems for systems of first-order differential equations. First, the basic numerical methods for solving initial value problems and their properties are formulated. Subsequently, the characteristics of stiffness are presented, and the stiffness analysis is then demonstrated on six different selected problems using numerical scripts prepared by the student as part of the thesis.

The thesis contains several grammatical and typographical errors. However, from the position of the thesis supervisor, I must commend the student's approach, as he actively consulted on the problems he encountered. He also demonstrated the ability to implement stiffness analysis in the Matlab environment. Furthermore, I must appreciate the student's ability to perceive and understand the context and complexities associated with the given subject matter. It is not easy to operate with concepts that are still ambiguously defined; in this regard, I find that the student is well-oriented in the field.

As the supervisor of the thesis, I find that the objectives of the thesis have been fulfilled, and I recommend the thesis for defense.
Evaluation criteria Grade
Splnění požadavků a cílů zadání A
Postup a rozsah řešení, adekvátnost použitých metod B
Vlastní přínos a originalita A
Schopnost interpretovat dosažené výsledky a vyvozovat z nich závěry B
Využitelnost výsledků v praxi nebo teorii D
Logické uspořádání práce a formální náležitosti A
Grafická, stylistická úprava a pravopis B
Práce s literaturou včetně citací C
Samostatnost studenta při zpracování tématu B

Grade proposed by supervisor: B

Reviewer’s report
Ing. Petra Rozehnalová, Ph.D.

In his master’s thesis, Ethan Joseph Stafford examines the stiffness of initial value problems for ordinary differential equations.

The thesis introduces the basic concepts related to this topic, as well as the numerical methods used to solve stiff problems.

Given that even after decades of research there is no single widely accepted definition of stiffness, the thesis presents three criteria that can be used to indicate that a problem is stiff. These criteria are then applied to six initial value problems.

I appreciate the large number of accompanying explanatory comments in this thesis, which help the reader better understand the subject matter. Thanks to these comments, it is possible to gain insight into the strengths and weaknesses of the individual criteria and the appropriateness of their use.

There are a small number of errors and mathematical inaccuracies in the thesis. For example, in Section 2.5 (Backward Differentiation Formulas), the penultimate paragraph should list the times t_(n+1), t_n, t_(n-1) for the BDF2 method. However, these shortcomings do not have a significant impact on the overall quality of the thesis.
Evaluation criteria Grade
Splnění požadavků a cílů zadání A
Postup a rozsah řešení, adekvátnost použitých metod B
Vlastní přínos a originalita B
Schopnost interpretovat dosaž. výsledky a vyvozovat z nich závěry A
Využitelnost výsledků v praxi nebo teorii A
Logické uspořádání práce a formální náležitosti A
Grafická, stylistická úprava a pravopis B
Práce s literaturou včetně citací A
Topics for thesis defence:
  1. In your thesis, you present several different criteria for detecting stiffness. If you were to briefly summarize the essence of stiffness based on the literature you have studied and your own numerical experiments, how would you formulate it? In your opinion, is stiffness primarily a property of the differential equation itself, a property of its solution, or a property of the relationship between the problem and the chosen numerical method?

Grade proposed by reviewer: B

Responsibility: Mgr. et Mgr. Hana Odstrčilová