A study of Rosenbrock-type methods of high order

DOI10.1007/BF01397096zbMath0469.65047OpenAlexW2073397264MaRDI QIDQ1157106

Peter Kaps, Gerhard Wanner

Publication date: 1981

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/132763

zbMATH Keywords

numerical resultsA-stabilitystep size controlRichardson extrapolationhigh orderautonomous systemRosenbrock-type methodsnonlinear stiff ordinary differential equations

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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(m, k)-schemes for stiff systems of ODEs and DAEs ⋮ B-convergence results for linearly implicit one step methods ⋮ An AN-stable Rosenbrock-type method for solving stiff differential equations ⋮ Higher-order additive Runge-Kutta schemes for ordinary differential equations ⋮ A class of Rosenbrock-type schemes for second-order nonlinear systems of ordinary differential equations ⋮ Linearly implicit Rosenbrock-type Runge-Kutta schemes applied to the discontinuous Galerkin solution of compressible and incompressible unsteady flows ⋮ Adapted BDF algorithms: Higher-order methods and their stability ⋮ A row-type method for stiff differential equations ⋮ High order linearly implicit methods for evolution equations ⋮ Order barriers for the B-convergence of ROW methods ⋮ ROW methods adapted to electric circuit simulation packages ⋮ Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family ⋮ The application of Rosenbrock-Wanner type methods with stepsize control in differential-algebraic equations ⋮ Error of Rosenbrock methods for stiff problems studied via differential algebraic equations ⋮ Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ Generalized Runge-Kutta methods of order four with stepsize control for stiff ordinary differential equations ⋮ HIGH ORDER SECOND DERIVATIVE DIAGONALLY IMPLICIT MULTISTAGE INTEGRATION METHODS FOR ODES ⋮ Implicit Quadrature-Free Direct Reconstruction Method for Efficient Scale-Resolving Simulations ⋮ A reliable Rosenbrock integrator for stiff differential equations ⋮ Adaptive second derivative multistep methods for solving stiff chemical problems ⋮ Continuous extensions of Rosenbrock-type methods ⋮ Instructive experiments with some Runge-Kutta-Rosenbrock methods ⋮ Behandlung steifer Anfangswertprobleme gewöhnlicher Differentialgleichungen mit adaptiven Runge-Kutta-Methoden ⋮ Avoiding the exactness of the Jacobian matrix in Rosenbrock formulae ⋮ On the stability of semi-implicit methods for ordinary differential equations ⋮ A numerical algorithm for solving stiff ordinary differential equations ⋮ The efficiency of singly-implicit Runge-Kutta methods for stiff differential equations ⋮ Order results for Rosenbrock type methods on classes of stiff equations ⋮ Modified ROW methods for stiff problems ⋮ Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations ⋮ Reciprocal polynomial extrapolation vs Richardson extrapolation for singular perturbed boundary problems ⋮ ROW methods adapted to a cheap Jacobian ⋮ An improved class of generalized Runge-Kutta methods for stiff problems. II: The separated system case ⋮ Exponential fitting BDF-Runge-Kutta algorithms ⋮ Partitioned Runge-Kutta methods with stiffness detection and stepsize control ⋮ Rosenbrock methods for differential-algebraic systems with solution- dependent singular matrix multiplying the derivative ⋮ Finite element analysis of viscoelastic structures using Rosenbrock-type methods ⋮ Equilibrium attractivity of Krylov-\(W\)-methods for nonlinear stiff ODEs ⋮ Rosenbrock methods for differential algebraic equations ⋮ Stiff ODE solvers: A review of current and coming attractions ⋮ Rosenbrock methods for stiff ODEs: A comparison of Richardson extrapolation and embedding technique ⋮ Recent advances in methods for numerical solution of O.D.E. initial value problems ⋮ D-stability and Kaps-Rentrop-methods ⋮ Numerical methods for ordinary differential equations in the 20th century ⋮ A parallel fourth order Rosenbrock method: construction, analysis and numerical comparison ⋮ Lokale Fehlerschätzung mittels modifizierter Richardson-Extrapolation in linear impliziten Einschrittverfahren ⋮ Multirate ROW methods and latency of electric circuits ⋮ RWPM: A software package of shooting methods for nonlinear two-point boundary value problems ⋮ Rosenbrock-Wanner Methods: Construction and Mission ⋮ An improved class of generalized Runge-Kutta methods for stiff problems. I: The scalar case ⋮ On Stetter's global error estimation in the smooth phase of stiff differential equations

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• A theory for Nyström methods
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• A note on a recent result of rational approximations to the exponential function
• One-step methods of hermite type for numerical integration of stiff systems

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