Order barriers for the B-convergence of ROW methods (Q1114353)

This paper investigates the error of Rosenbrock methods when they are applied to the Prothero-Robinson problem \(y'=\lambda (y-g(x))+g'(x).\) The method is called \(B_{PR}\)-convergent of order q, if the global error is bounded by \(C\cdot h^ q\) uniformly for h, \(\lambda\) with \(Re h\lambda <\Lambda_ 0<0\) and \(h\leq \overline{h}\). The main result is that for m- stage Rosenbrock methods of classical order \(p=m+1\), \(p=m\), and \(p=m-1\), the order of \(B_{PR}\)-convergence cannot exceed 2, 3, and 5, respectively. Methods with maximal order of \(B_{PR}\)-convergence are constructed.