An AN-stable Rosenbrock-type method for solving stiff differential equations (Q1090080): Difference between revisions

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An AN-stable Rosenbrock-type method for solving stiff differential equations
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    An AN-stable Rosenbrock-type method for solving stiff differential equations (English)
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    1987
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    For the equation \(y'=\lambda (x)y\) the stability properties of Rosenbrock-Wanner (ROW) methods are investigated. It is shown that k- stage ROW-methods are not AN-stable for \(k\geq 2\). A second order improved ROW-method, which is AN-stable and with local error estimate is presented with some numerical results. The method is needed to be tested over a wide range of problems; the local truncation error must be estimated efficiently.
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    Rosenbrock-Wanner methods
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    numerical example
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    AN-stability
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    local error estimate
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    local truncation error
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