8 Stiff problem ($B9E$$LdBj(B)

$B0J2<$O9)3XE*8+CO$+$i$N@bL@$G$"$k(B ($B?7$7$$8@MU$K@bL@$,$D$$$F$$$k$,!"(B $B?t3XE*$JDj5A$K$J$C$F$$$J$$$b$N$,B?$$(B)$B!#(B

$B$8$F$$$9$&(B$B;~Dj?t(B (time scale)$B$H$O!"(B $B2r$,(B $\Dfrac{1}{e}$ $B$K8:?j$9$k$N$KI,MW$J;~4V$N$3$H$G$"$k(B¹⁴$B!#(B $x(t)$ $B$,(B $\tau$ $B$r@5$NDj?t$H$7$F(B

$$x(t)=\exp\left({-\frac{t}{\tau}}\right)$$

$B$N$h$&$KI=$5$l$F$$$k$N$J$i$P(B $\tau$ $B$,;~Dj?t$G$"$k!#(B

$B$3$&$$$&LdBj$r?tCM2rK!$G2r$/>l9g!"(B $B?tCME*0BDj@-$NMW@A$+$i>.$5$J;~Dj?t$K$"$o$;$F(B $h$ $B$rA*$V$H!"(B $B$J$+$J$+7W;;$,?J$^$J$$!#(B $B$3$l$O?tCM2rK!$KFCM-$N:$Fq$G$"$k(B ($B$b$H$NLdBj<+?H$O0BDj$G$"$k(B)$B!#(B

$A$-stable $B$JJ}K!$,$"$l$P$h$$$,!"(B

$B$N$h$&$J!VH]DjE*$J!W7k2L$,$"$k!#$=$3$GBP1~:v$H$7$F!"(B

• $A$-stable $B$O$"$-$i$a!"(B $BJL$N(B ($B$b$&>/$7$B%.%"(BGear $B$NJ}K!(B$B!#(B
• $A$-stable $B$J1"E*(B Runge-Kutta $BK!$O$+$J$j

$B$J$I$,9M$($i$l$k!#(B