A Method of Skipping the Transient Phase in the Solution of Separably Stiff Ordinary Initial Value Problems

Stiff systems of ordinary differential equations are characterized by an initial phase in which the solution changes rapidly. Often there is no interest in reproducing this transient phase. A method is proposed for modifying the initial value if the system of differential equations is separably stiff, i.e. is characterized by the occurrence of a few (typically one) large negative real eigenvalues which dominate the others. The modified system does not possess a transient phase, and in the constant coefficient linear case its solution does not differ from that of the original one in the nonstiff components.