Partitioned Runge-Kutta methods with stiffness detection and stepsize control (Q579857): Difference between revisions

A class of methods based on the treatment of the stiff components by a semi-implicit Rosenbrock method (ROW) and the nonstiff components by an explicit Runge-Kutta method is proposed. Using the concept of a Butcher series, the order conditions up to order 4 are studied and it is shown that for an order 4 method there are 7 additional coupling conditions. \(A\)-stability is also studied and it is shown that there do not exist methods with order 3 and stage number 3 or order 4 and stage number 4 with an \(A\)-stable ROW. A method of order 3 with 5 stages is embedded in an \(A\)-stable order 4 method with 6 stages for the purposes of error estimation. This is implemented in an automatic componentwise stiffness detection code. Another code is proposed, which treats the whole system, based on the RK-Fehlberg pair with a ROW pair of order 3 and 4 (with the order 4 method being \(A\)-stable) embedded. Numerical testing from DETEST indicates that the latter algorithm is faster and that system stiffness detection appears to be more reliable than componentwise detection.