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In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms. The precise definition of stability depends on the context. One is numerical linear algebra and the other is algorithms for solving ordinary and partial differential equations by discrete approximation.
The stability of numerical schemes can be investigated by performing von Neumann stability analysis. For time-dependent problems, stability guarantees that the numerical method produces a bounded solution whenever the solution of the exact differential equation is bounded.
illustrated on the right. This region is called the (linear) stability region. [18] In the example, =, so if = then = which is outside the stability region, and thus the numerical solution is unstable.
If a numerical method with a finite region of absolute stability, applied to a system with any initial conditions, is forced to use in a certain interval of integration a step length which is excessively small in relation to the smoothness of the exact solution in that interval, then the system is said to be stiff in that interval.
Within mathematics regarding differential equations, L-stability is a special case of A-stability, a property of Runge–Kutta methods for solving ordinary differential equations.
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt to find approximate solutions of problems rather than the exact ones.
Zero-stability, also known as D-stability in honor of Germund Dahlquist, [1] refers to the stability of a numerical scheme applied to the simple initial value ...
It arises in the numerical analysis of explicit time integration schemes, when these are used for the numerical solution. As a consequence, the time step must be less than a certain upper bound, given a fixed spatial increment, in many explicit time-marching computer simulations ; otherwise, the simulation produces incorrect or unstable results.