A study of Rosenbrock-type methods of high order

Springer Science and Business Media LLC - Tập 38 - Trang 279-298 - 1981
P. Kaps1, G. Wanner2
1Institut für Mathematik und Geometrie, Technische Fakultät der Universität, Innsbruck, Austria
2Section de Mathématiques, Université de Genève, Genève 24, Switzerland

Tóm tắt

This paper deals with the solution of nonlinear stiff ordinary differential equations. The methods derived here are of Rosenbrock-type. This has the advantage that they areA-stable (or stiffly stable) and nevertheless do not require the solution of nonlinear systems of equations. We derive methods of orders 5 and 6 which require one evaluation of the Jacobian and oneLU decomposition per step. We have written programs for these methods which use Richardson extrapolation for the step size control and give numerical results.

Tài liệu tham khảo

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