Continuous extensions of Rosenbrock-type methods

DOI10.1007/BF02247965MaRDI QIDQ911705zbMATH OpenOpenAlexFDO

Authors Alexander Ostermann

Publication date 1990

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02247965

zbMATH Keywords

continuous extensionsdifferential- algebraic equationsnumerical exampleone-step methodRosenbrock methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Review text

Solving the initial value problem for ordinary differential equations by a one-step method gives, in general, only discrete approximations at the grid points. For various applications these discrete values are not sufficient. One should have instead a so-called dense output (continuous extension): a numerical solution defined for each x belonging to the interval of integration. This paper deals with the construction of continuous extensions for Rosenbrock methods. Existence theorems - with no extra states - are proved. The extension for differential-algebraic equations is also considered. A numerical example for differential-algebraic equations illustrates the relevancy of the theory for practical computation.

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Cites work

• A study of Rosenbrock-type methods of high order
• An Attempt to Avoid Exact Jacobian and Nonlinear Equations in the Numerical Solution of Stiff Differential Equations
• Error of Rosenbrock methods for stiff problems studied via differential algebraic equations
• scientific article; zbMATH DE number 4041188 (Why is no real title available?)
• scientific article; zbMATH DE number 940566 (Why is no real title available?)
• Interpolants for Runge-Kutta formulas
• Natural Continuous Extensions of Runge-Kutta Methods
• Order conditions for Rosenbrock type methods
• Perturbed collocation and Runge-Kutta methods
• Practical Aspects of Interpolation in Runge-Kutta Codes
• Rosenbrock methods for differential algebraic equations
• Stability Properties of Interpolants for Runge–Kutta Methods

Cited in

(9)

• Forward and adjoint sensitivity analysis with continuous explicit Runge-Kutta schemes
• Construction of a multirate RODAS method for stiff ODEs
• Numerical event location techniques in discontinuous differential algebraic equations
• Rosenbrock-type methods applied to discontinuous differential systems
• Comparison of the asymptotic stability for multirate Rosenbrock methods
• scientific article; zbMATH DE number 176992 (Why is no real title available?)
• Rosenbrock-Wanner methods: construction and mission
• Perturbation Results for Exponential Rosenbrock-Type Methods
• Dense output for extrapolation methods

Describes a project that uses

Uses Software

• RODAS

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