Error of Rosenbrock methods for stiff problems studied via differential algebraic equations

DOI10.1007/BF01932707zbMath0674.65039OpenAlexW4233696007MaRDI QIDQ1121648

Christian Lubich, Michel Roche, Ernst Hairer

Publication date: 1989

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01932707

zbMATH Keywords

stabilityconvergencesingular perturbationerror estimatesnumerical examplesRosenbrock methodsdifferential algebraic equationsstiff problemsRunge- Kutta methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Singular perturbations for ordinary differential equations (34E15)

Related Items (36)

Analysis of the time series generated by a new high-dimensional discrete chaotic system ⋮ Convergence results of two-step W-methods for two-parameter singular perturbation problems ⋮ A Survey on Numerical Methods for the Simulation of Initial Value Problems with sDAEs ⋮ Partitioned half-explicit Runge-Kutta methods for differential-algebraic system of index 2 ⋮ Implicit-Explicit Runge-Kutta-Rosenbrock Methods with Error Analysis for Nonlinear Stiff Differential Equations ⋮ The behaviour of the local error in splitting methods applied to stiff problems ⋮ Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ Decoupling mixed finite elements on hierarchical triangular grids for parabolic problems ⋮ Generalized TASE-RK methods for stiff problems ⋮ Continuous extensions of Rosenbrock-type methods ⋮ Errors of linear multistep methods and Runge-Kutta methods for singular perturbation problems with delays. ⋮ On error behaviour of partitioned linearly implicit Runge-Kutta methods for stiff and differential algebraic systems ⋮ Convergence analysis of least-squares collocation methods for nonlinear higher-index differential-algebraic equations ⋮ A robust fitted operator finite difference method for a two-parameter singular perturbation problem¹ ⋮ Linearly implicit GARK schemes ⋮ Optimal convergence results of piecewise polynomial collocation solutions for integral-algebraic equations of index-3 ⋮ A perturbed collocation method for boundary-value problems in differential-algebraic equations ⋮ Error analysis of variable stepsize Runge-Kutta methods for a class of multiply-stiff singular perturbation problems ⋮ Order results for Rosenbrock type methods on classes of stiff equations ⋮ On Rosenbrock methods for the time integration of nearly incompressible materials and their usage for nonlinear model reduction ⋮ Convergence of linear multistep methods for two-parameter singular perturbation problems ⋮ Numerical stroboscopic averaging for ODEs and DAEs ⋮ A four-stage index 2 diagonally implicit Runge-Kutta method ⋮ Operational tau method for singular system of Volterra integro-differential equations ⋮ On an accurate third order implicit-explicit Runge-Kutta method for stiff problems ⋮ Error of one-leg methods for singular perturbation problems with delays ⋮ Runge-Kutta collocation methods for differential-algebraic equations of indices 2 and 3 ⋮ Convergence of parallel multistep hybrid methods for singular perturbation problems ⋮ Representations of Green's function of the bounded solutions problem for a differential-algebraic equation ⋮ Some comments on DAE theory for IRK methods and trajectory optimization ⋮ Mathematical Modeling and Analysis of Nonlinear Time-Invariant RLC Circuits ⋮ One- and multistep discretizations of index 2 differential algebraic systems and their use in optimization ⋮ Attracting sets in index 2 differential algebraic equations and in their Runge-Kutta discretizations ⋮ Runge-Kutta methods in elastoplasticity ⋮ Post-projected Runge-Kutta methods for index-2 differential-algebraic equations ⋮ Behavior of Runge-Kutta discretizations near equilibria of index 2 differential algebraic systems

Cites Work

• D-stability and Kaps-Rentrop-methods
• Stability and B-convergence of linearly implicit Runge-Kutta methods
• B-convergence results for linearly implicit one step methods
• Error of Runge-Kutta methods for stiff problems studied via differential algebraic equations
• Order barriers for the B-convergence of ROW methods
• Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations
• A reliable Rosenbrock integrator for stiff differential equations
• A study of Rosenbrock-type methods of high order
• On the stability of semi-implicit methods for ordinary differential equations
• Rosenbrock methods for differential algebraic equations
• Implementation of Rosenbrock Methods

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