L-decremented ROW method of third-order accuracy
\(L\)-decrement methodsalgorithmautomatic step controlstiff systemsthree- and four-stage Rosenbrock-Wanner methodsVan der Pol nonlinear oscillator
Nonlinear ordinary differential equations and systems (34A34) Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)
A complete analysis of the three- and four-stage Rosenbrock-Wanner (ROW) methods is carried out. Families of schemes of third-order accuracy are obtained with the first and second order of \(L\)-decrementation of stiff components. A new algorithm is proposed for estimating the local error and for the automatic step control. Examples of specific schemes are presented. These schemes are compared with the best solver for the numerical solution of stiff systems of ordinary differential equations. The advantage of the \(L\)-decremented methods is demonstrated for a complicated test problem characterized by high stiffness (the Van der Pol nonlinear oscillator).
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